Hi,I am new to this forum and not sure whether this is the right place to post this message. Please forgive me if that's not proper.I have some background in stochastic calculus and want to learn more about exotic option modeling. For example in my company we have been pricing Leveraged Accumulator options using Crank-Nicholson scheme. I also found the quants there have multi-asset range accrual options using monte carlo simulation etc too.I found the books available are mostly too basic for me (talking about black-scholes) or too difficult (all mathematical formula and proofs). Could anyone suggest a book that could tell me how these options are modeled? Thanks a lot.Paul Chung

Mark Joshi's books have good balance.

Search the Books/Research Paper forum.

see my book list on www.markjoshi.com

wilmott?

Hi,I am new to this forum and am not sure if this is the right place to post this message. Hope its rightI was just going through these books.With reference to the following: 1. 'Introduction to Quantitative Finance' by Paul Wilmott.2. 'Paul Wilmott on Quantitative Finance'. There are 3 editions in this. I went thru the content of the two. It was quite similar.So just wanted to know what s the difference in the two ?? Do i need to refer both or either of the two is fine ??