Quantitative Analysis, Derivatives Modeling, and Trading Strategies by Y. Tang and B. Li

d32 · April 11th, 2008, 7:09 am

Have anyone heard of this book? If so, any reviews? Thanks.amazon link

J · April 14th, 2008, 7:36 pm

This is an excellent book. I wonder how much discount wilmott bookshop can offer to those who are in Canana and the US.

d32 · April 15th, 2008, 4:27 am

I ordered it from Amazon with ~30% off last week, but won't ship until mid May - June.

jaguaracer · April 18th, 2008, 2:12 am

An excellent book indeed. I've flipped through it and appears very much worth the money. Definitely an asset if you are in fixed-income research (as well as a key to understanding everything behind the research).