<t>QuoteOriginally posted by: QuantOptionQuoteOriginally posted by: mjIf anyone has feature requests, can they make them here?Practical stuff. - Discussing models (their issues from practical point of view) that IBs are actually using, as opposed to multi-factor-jump-stochastic vol models that are n...

how is the book?

Encyclopedia of Quantitative Finance: RRP GBP 695 and introductory price: GBP 590.75. Website also seem to bet on the forex as well.

<t>Well, I would compare it with Mercurio's book (GBP 85) and Hughstron's old book (GBP 145) in terms of pricing (in the risk publication). Of course, other classical texts (Brigo, Li, Rebonato etc) will be compared against this which are priced well below risk books. More realistically speaking, I ...

I would think that the upper boundary will be at the risk books - bankers won’t mind at this rate but it will limit all important audience - the University students (who can be tempted around 80).

<t>This book is written by another practitioner. I found useful information on practical pricing and risk management of synthetic CDOs. It is not a comprehensive book (though it covers alternative pricing frameworks to some extent) and it does not treat dynamic models. Given the timing of the releas...

I would like to see insights and inferences - on model dynamics, real-life issues (techniques), extrapolation problems etc. I expect that is what this book will do. There are already several books on the models and C++ gurus.

<t>Excellent. I am interested in the model appropriateness, how relevant the model dynamics in pricing exotic instruments (forward dynamics) and risk measures. It looks like that you will be covering these as well. Also, any additional information about the real world challenges (like consideration ...

I was sceptical until I saw the contents of this book given the vast literature in this area. The coverage is amazing and quite unique. I will be eagerly waiting for this book.Will you be covering model risk and risk management of exotic IR products? Good luck with this monumental work.

Thanks Daniel. The link is very useful and addresses my question.

<t>QuoteOriginally posted by: CuchulainnIs there a list of C++ interview questions floating around? Are most questions of the 'gotcha' type or are there also questions on more advanced insights in C++?I did the online Brainbench exam once (for fun, not a job) but most of the Q had to do with syntax ...

I came to understand that express edition is limited and interfacing excel (COM/XLL) is not supported (I have not tried it myself). I would like to know whether this is the case with Standard edition as well.

Hi:Does standard edition provide all the interfacing features with excel as professional edition? For normal user (other than Developers), is the standard edition adequate enough?Thanks.

Check Pat Hagan's paper on interpolation.

Finally, got the book yesterday. Amazon is not bad (kept up). My order for one book with Incisive media was a black box but finally they did deliver.Just started browsing the book.