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Overview
  • How are reviewers describing this item?
    mathematical, financial, best and comprehensive.
  • Our engine has discovered that over 90% high quality reviews are present.
  • This product had a total of 3 reviews as of our last analysis date on Nov 7 2017.
Reviews Summary

I really find interest rate modeling by leif andersen and vladimir piterbarg not only the best practical guide on interest rates derivatives modeling but also one of the best books on quantitative finance, in general


Other books sometimes go on describing in details models that no one would ever use in practice just for the sake of completeness, or never discuss implementation details, which are the most important if the model is to be applied in practice (not mentioning curves building, greeks and risk management)

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