 mingon
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| Total Posts: 82 |
| Joined: Apr 2008 |
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They look very promising (and together, pretty pricey too). Would anyone who has had a peak at the books care to comment ? I'm surprised no one has mentioned them, or did I miss some threads ?
EDIT: arggh, Piterbarg had mentioned his books himself a couple of threads below (or above). |
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 Hansi
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| Total Posts: 190 |
| Joined: Mar 2010 |
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My thoughts from W:
I got my books on Friday but didn't have much time to go through them. I looked at the first volume and would like to comment that it's definitely not a newbie book but quite good to pick up and go through for me as a beginner/junior in the field given that I have the background required which is basically the FE/FM standard curriculum. Some of the notation is not quite what I've become used to from generic quant papers but it's not a big issue with the inclusion of the commonly used notations section, but I would have preferred it as a pull out. Maybe I'll just jot it up on A4 and print it out. Although maybe a bit expensive for students I hope the books become common reading material for FE/FM courses because they are very clearly written and the structure of the content is really good, definitely something that I felt was missing during my studies. |
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 mingon
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| Total Posts: 82 |
| Joined: Apr 2008 |
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Thanks for the comments Hansi. SIP, pls feel free to merge this one to the other thread. |
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| haven't gotten mine yet but very excited; will let you know. |
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 mj
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| Total Posts: 1013 |
| Joined: Jun 2004 |
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I got mine yesterday.
I haven't read that much yet obviously!
My initial impressions are 1) these are by far the best books currently available on the topic, 2) the reader should already be happy with financial mathematics, 3) there is not much new in terms of research in the books, although much of the presentation is new, 4) the technical level is reasonable, i.e. not babyish but not bogged down in technicalities either, 5) the writing probably stopped around mid 2009 and so it is state of the art for that time, 6) they are ONLY 1050 pages long. Whilst this may seem a lot, inevitably a lot of things have to be only briefly mentioned followed by a reference. eg swap-rate market models get only 2 pages in total.
Definitely a strong buy.
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