The author has thoroughly revised and updated the entire book, and has added significantly more material. This includes a new chapter on numerics for incomplete markets, and aspects of a sensitivity analysis, penalty methods, and many more topics. Compared to the 4th edition, the page count of this new edition has increased by about 100 pages; compared to the first edition, the counts of pages, figures and exercises almost doubles.
back-cover text (5th ed.)
number of pages: 429
number of exercises: 103
number of figures: 98
Introduction (5th ed.)
Contents (5th ed.)
Index (5th ed.)