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9 of 10 people found the following review helpful:
4.0 out of 5 stars
Great value for money,
By Governor (Sydney Australia) - See all my reviews
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This review is from: Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) (Hardcover)
The biggest problem with this book is the risk that it will be stolen.
Everyone in the commercial bank where I work seems interested in it. The coverage is extremely broad, but the exposition is patient and thorough. I have already used the book to great effect in validating a couple of exotic equity derivative pricing models, and it has inspired me to flesh out my understanding of some technical topics that I might otherwise have skipped. On the question of mathematical depth, I found the level about right, and I am more an apprentice rocket mechanic than 'rocket scientist'. My only gripe (and it is a modest one) is that the book doesn't cover all the topics I would have liked. Some of the topics are a little too specific to certain asset classes. I would have preferred better coverage of some advanced topics in statistics that have generic applications across multiple classes. |
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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) by Gianluca Fusai (Hardcover - March 4, 2008)
$99.00 $68.48
In Stock | ||