QuoteOriginally posted by: RiskCapitalWho's Responsible for not Anticipating Credit Crunch Mass.... at Bank 1 . Directors & CEOs2. Quants3. Risk Managementhere simple arithmetic could be helpful: - 2 and - 3 (from the list above, I mean)

Alan,Many thanks!!!I sent you a message and E-mail with my address -- whatever comes first!Best regards,George

<t>I am in development of C++/Java software for pricing FI and Equity derivatives. It may sound like a bad joke, but yesterday when I tried to find Wilmott Magazine at NY Public Library, the librarian told me that 'neither NYPL, nor Courant, Columbia has it' (please correct me if I am wrong regardin...

Elan, Martingale, thank you for your suggestions!

Pat,You are absolutely right, that is correct that Hull's book provides examples, thank you!But that is not the mathematical level we are looking for.

Anybody!Who knows a book or an article or any other publication with (detailed and not trivial!) expository examples of measure change use for derivatives valuatioin?Thank you!