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One of the best quant books I have read: I am a junior quant, so let us not comparing with guru. Among the books I read, my opinion is Wilmott series more on maths, Baxter for good understandings until short rates, Jessica wide but not so deep concepts on models/methods, Rebonato's books are detailed, but I found the detailed explanations are not clear to me, Brigo & Mercurio's book is nice. A common drawback of all these books is they didnot talk much on practitioners' intuitions. This QA+DM+TS book combines math, intuitions, traders' views. And they are explained in such a clear way. All the models are alive. Really hope I could have known about the book and read it in full before my interviews. Sigh...
| Author: | Yi Tang | | Author: | Bin Li | | Binding: | Hardcover | | Dewey Decimal Number: | 332.64570151 | | EAN: | 9789810240790 | | ISBN: | 9810240791 | | Number Of Pages: | 520 | | Publication Date: | 2007-01-23 |
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