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Chukchi
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Joined: December 15th, 2001, 3:43 am

New Book - Interest Rate Modeling: Theory and Practice (Chapman & Hall/Crc Financial Mathematics) by Lixin Wu

October 12th, 2009, 2:28 am

Interest Rate Modeling: Theory and Practice (Chapman & Hall/Crc Financial Mathematics)by Lixin WuHardcover: 353 pages Publisher: Chapman & Hall/CRC; 1 edition (May 14, 2009)ISBN: 1420090569FinMath.com
Last edited by Chukchi on November 17th, 2011, 11:00 pm, edited 1 time in total.
 
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croot
Posts: 104
Joined: July 23rd, 2006, 8:30 pm

New Book - Interest Rate Modeling: Theory and Practice (Chapman & Hall/Crc Financial Mathematics) by Lixin Wu

June 12th, 2010, 12:37 am

So, I picked this up assuming it would be a convincing piece about the author's SV model.Don't be fooled, it's not - from two skim-throughs, it appears not even mentioned.What's more the errata alone fill up 5 pages already, probably because it was typed by someone without a clue:I cringe when asked to solve "Riccarti equations" while chosing an adequate Fourier "dumping factor".The author has my sympathy for his model, so I can't give it no stars, but I am thoroughly disappointed: I suppose I'd like-my money back; - a pat on the back for every page of typoes and mistakes brought to light; -a replacement book beating to death the Wu & Zhang model.
 
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quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

New Book - Interest Rate Modeling: Theory and Practice (Chapman & Hall/Crc Financial Mathematics) by Lixin Wu

June 12th, 2010, 11:52 am

another IR book without code in it? what's the added value in all these books on old subject? tip to authors: want me to buy your junk? put some code in it, implement every model out there, and you'll get record sales
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