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Good book but falls short of a Great Text Book
on February 11, 2016
This is a good book; it packs a lot of material but lacks something. Now, this something is hard to figure out from an initial glimpse. When you look at some of the material; you fail to see it easily (understand it) from the book. Then, upon further reflection you comprehend what the author is trying to convey, and realize that the book could have said it (presented the material) better. Two other books that were mentioned to me were by Costis Skiadas and Darrell Duffie; I have not read those books and hence cannot compare. Perhaps this book is the best available in the field; perhaps the material or the topics themselves are abtruse and hard. This means that this field is still in need of a classic reference book. Whenever I read any text book and it falls short of excellent exposition and clear connection with the readers (may well be due to the limitations of the reader which is why they are using a text book) ... I always feel that James Hamilton (of Time Series Analysis fame) should give lessons to others on how to write text books... that would serve society and this field immensely.