I am finishing the last pages of Shreve's Stochastic calculus for finance 2, and I was wondering what would be the best book to follow. I would like to go on with a book introducing more technical details of stochastic applied to finance, maybe introduce stochastic volatility models too...and does not re-introduce all the known introductions on wiener process.
I'm open to any suggestion thanks :)
Note that Shreve's book is just the very very beginning. It doesn't cover too much about exotic pricing. Look at this:
http://www.amazon.com/Mathematical-Financial-Derivatives-Springer-Textbooks/dp/3540422889/ref=sr_1_16?s=books&ie=UTF8&qid=1426771853&sr=1-16&keywords=mathematical+option+pricing