BRIGO INTEREST RATE MODELS THEORY AND PRACTICE PDF

It perfectly combines mathematical depth, historical perspective and practical relevance. The fact that the authors combine a strong mathematical finance background with expert practice knowledge they both work in a bank contributes hugely to its format. I also admire the style of writing: at the same time concise and pedagogically fresh. The theory is interwoven with detailed numerical examples…For those who have a sufficiently strong mathematical background, this book is a must. The book will most likely become … one of the standard references in the area.

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It perfectly combines mathematical depth, historical perspective and practical relevance. The fact that the authors combine a strong mathematical finance background with expert practice knowledge they both work in a bank contributes hugely to its format. I also admire the style of writing: at the same time concise and pedagogically fresh. The theory is interwoven with detailed numerical examples…For those who have a sufficiently strong mathematical background, this book is a must.

The book will most likely become … one of the standard references in the area. If you are looking for one reference on interest rate models then look no further as this text will provide you with excellent knowledge in theory and practice. Especially, I would recommend this to students ….

Overall, this is by far the best interest rate models book in the market. Its main goal is to construct some kind of bridge between theory and practice in this field.

From one side, the authors would like to help quantitative analysts and advanced traders handle interest-rate derivatives with a sound theoretical apparatus.

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