May 23rd, 2008, 1:03 am
QuoteOriginally posted by: JThe Swaps & Financial Derivatives Library: Products, Pricing, Applications and Risk Management, 3rd Edition Revised by Satyajit DasHow is it?Does it come with CD-ROM?nope, I don't think there is a CD ROM in that series. it seems kind of OK. I am not sure who would use such a wordy treatise though. I personally haven't. I am not sure it is a good resource for quants and sales/structurers who might be the other target audience probably, do they have time to waste on such a thing. that said, this guy, Das, makes a good impression on me. I only looked at volume 1 and at the volume on IR stuff, I don't know therisk management book, nor do I know the credit derivatives volume. his approach is to try and cover as much ground as possible, in terms of products and risk properties. worth a look.