July 28th, 2007, 12:30 am
the sondermann book is absolute rubbish, forget this crap. once you are in the industry you realize that you don't want to read it. the fries book, I personally liked. I spent some time on his lecture notes and liked what I read. he is definitelya monte carlo guy, so there is not much about trees or pdes in there, but the MC stuff I found quite refreshing. it is twisted towards rates guys and goes into basic exotics at some length. I look forward to it coming out in book form. BTW, you guys are coming up with too many ideas. The problem is not to provide an exhaustive list of books and papers, but to bring up the right short list that says: "If I read this, then up to that level, I don't need anthing else, coz' I can figure out whatever is elsewhere".