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

Posted: October 12th, 2009, 2:28 am
by Chukchi
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

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

Posted: June 12th, 2010, 12:37 am
by croot
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.

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

Posted: June 12th, 2010, 11:52 am
by quantmeh
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