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9 of 11 people found the following review helpful:
5.0 out of 5 stars
One of the best quant books I have read,
This review is from: QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET (Hardcover)
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...
5.0 out of 5 stars
Full of insight,
By
This review is from: QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET (Hardcover)
A very good book. Not for the absolute beginner, but it allows readings at different levels. Full of practitioners viewpoints rarely cited in other books.
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET by Yi Tang (Hardcover - January 23, 2007)
$165.00 $124.17
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