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Ok so I've understood stochastic calculus and continuous finance. Basically, all of Bjork's "Arbitrage Theory in Continuous Time".

What books/topics come next? I was thinking of taking a more practical approach by reading Joshi's "C++ design patterns" or maybe "Monte Carlo methods in Financial engineering", but is this a good idea, or is there more theory to learn? If so, from what source?

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  • $\begingroup$ Karatsas and Shreve, and Gatheral $\endgroup$
    – Ivan
    Commented Mar 10, 2018 at 11:45

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