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Does anyone know of a good book that treats equity derivatives? I am looking for something that focuses on current models. Something beyond an intro to stochastic calculus, simple MC, Black-Scholes, implied volatility, basic derivatives, etc.

I am specifically looking for a book that addresses some or all of the following topics:
Finite difference methods for solving PDEs (particularly for equity derivatives)
Variations to simple Monte Carlo (variance reduction, dealing with non-homogeneous time steps, etc.)
Local volatility calibration
Popular structured products and/or hybrids
Dividends (in practice)
The recent book by Jherek Healy seems to cover a lot of these topics but does not have many reviews. Can anyone recommend this book or any other books?

<blockquote data-quote="Kangaroo" data-source="post: 250825" data-attributes="member: 36160">Does anyone know of a good book that treats equity derivatives? I am looking for something that focuses on current models. Something beyond an intro to stochastic calculus, simple MC, Black-Scholes, implied volatility, basic derivatives, etc.I am specifically looking for a book that addresses some or all of the following topics:<ul>
<li data-xf-list-type="ul">Finite difference methods for solving PDEs (particularly for equity derivatives)</li>
<li data-xf-list-type="ul">Variations to simple Monte Carlo (variance reduction, dealing with non-homogeneous time steps, etc.)</li>
<li data-xf-list-type="ul">Local volatility calibration</li>
<li data-xf-list-type="ul">Popular structured products and/or hybrids</li>
<li data-xf-list-type="ul">Dividends (in practice)</li>
</ul>The recent book by Jherek Healy seems to cover a lot of these topics but does not have many reviews. Can anyone recommend this book or any other books?</blockquote>

[QUOTE="Kangaroo, post: 250825, member: 36160"] Does anyone know of a good book that treats equity derivatives? I am looking for something that focuses on current models. Something beyond an intro to stochastic calculus, simple MC, Black-Scholes, implied volatility, basic derivatives, etc. I am specifically looking for a book that addresses some or all of the following topics: [LIST] [*]Finite difference methods for solving PDEs (particularly for equity derivatives) [*]Variations to simple Monte Carlo (variance reduction, dealing with non-homogeneous time steps, etc.) [*]Local volatility calibration [*]Popular structured products and/or hybrids [*]Dividends (in practice) [/LIST] The recent book by Jherek Healy seems to cover a lot of these topics but does not have many reviews. Can anyone recommend this book or any other books? [/QUOTE]

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