I am looking for a copy of this book. I do not even seem to be able to track it down in a local library. What's wrong with it, why is it out of print?Are there any alternative sources worth consulting? Thx....

I have a copy.I can sell it as a second hand book.Where are you?Bye.Pier

I am definitely in the market for a copy of "Option Valuation under stochastic volatility", by Alan Lewis. Anyone with a copy and willing to sell, please PM me with to arrange a sale. I would be grateful.

I have an used copy. It's underlined but it's very good. I'm in Italy.Give me a bid price (considering that Amazon UK quotes a second hand copy at £54.97 (about 80 euros).Hope to get a lot of bids.Bye.Pierluigi

My offer is now 60 euros + shipping.Bye.Pier

http://s1.amazon.co.uk/exec/varzea/preo ... s,Emmanuel

what's the market now?

My offer is always 60 euros + shipping!Any other bid?Pierluigi

Dear All,Does anybody know what has happen to this book? Second edition?regardsPauldrei

I know there is some demand, so I apologize to thosewho want a copy and haven't been able to buy it. Therewill definitely be a second printing in 2004, perhaps asearly as late summer. (It will happen simultaneously withthe release of a Vol. II: Jumps and Exotics). regards,alan

Any chance of knowing what part II will contain

alan will the reprint be a second edition, i.e modified, or just a reprint?

granchio: I'll correct a bunch of typos, that's all. If you already own it, don't buy it again for that -- see the errata.player: Vol II will center around Levy processes and jump-diffusions. General theory of such processes: transition densities, stationary densities, extrema problems, Wiener-Hopffactorization, Baxter-Donsker formula, fluctuation identities, rational transform models. Applications of theseprocesses to plain vanilla options, amer. options, Asian options, single and double barrier/two-sided exit problems. Combining jumps and stochastic vol: mixing and time change, software hints.

Alan,Well it sounds like you are the Alan as in Alan Lewis that wrote the book!!!What are the mathematical prerequisites for volume one and the upcomingvolume 2. Please be as detailed as possible, like what courses I should havetaken before reading this book, and what textbooks would be good selfstudy to prepare for reading it. Does it have problems, and if so, are there solutions or hints to some of theproblems? Is there a website with problem solutions and / or errata? Are there computer programs or code in the book, etc?Any info you could provide of course will be helpful.Thanks!!!!QuoteOriginally posted by: Alangranchio: I'll correct a bunch of typos, that's all. If you already own it, don't buy it again for that -- see the errata.player: Vol II will center around Levy processes and jump-diffusions. General theory of such processes: transition densities, stationary densities, extrema problems, Wiener-Hopffactorization, Baxter-Donsker formula, fluctuation identities, rational transform models. Applications of theseprocesses to plain vanilla options, amer. options, Asian options, single and double barrier/two-sided exit problems. Combining jumps and stochastic vol: mixing and time change, software hints.

QuoteOriginally posted by: FxislanderAlan,Well it sounds like you are the Alan as in Alan Lewis that wrote the book!!!... that's meWhat are the mathematical prerequisites for volume one and the upcomingvolume 2. Please be as detailed as possible, like what courses I should havetaken before reading this book, and what textbooks would be good selfstudy to prepare for reading it. ... I say in the first book that you need "stochastic calculus at the level typically applied in finance", say as in Merton's Continuous-Time Finance.In addition, a first course in complex variables would help a lot. For more finance textbook suggestions, check out the many threads in this forum.Does it have problems, and if so, are there solutions or hints to some of theproblems? Is there a website with problem solutions and / or errata? Are there computer programs or code in the book, etc?...No problems; both volumes are research monographs. There's an errata hereThere is Mathematica code in both volumes, some c-code in Vol. II, andmay post some additional very large executables (no source) at the same web siteor more likely a financepress (the publisher) site. I don't have a specific URL for the latter yet. Thanks for the questions!