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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING ... (ISBN 9810240791)

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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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