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Dantas
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Posts: 7
Joined: January 17th, 2012, 4:37 am
Location: Eureka

Rebonnato's Book

May 15th, 2014, 11:27 am

Hey Everyone,I already have Volatility,Correlation... and SABR/LLM and yesterday I read a review on Modern Pricing of Interest-Rate Derivatives:The LIBOR Market Model and Beyond. My question is does it worth to buy it given that I already have the others? Thanks
 
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QuantOption
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Joined: February 8th, 2003, 9:00 pm

Rebonnato's Book

May 15th, 2014, 8:28 pm

go for Andersen/Piterbarg's volume 2/3
 
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Dantas
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Joined: January 17th, 2012, 4:37 am
Location: Eureka

Rebonnato's Book

May 16th, 2014, 11:46 am

QuoteOriginally posted by: QuantOptiongo for Andersen/Piterbarg's volume 2/3Why you say so? I heard of it and I also hear that it had a lot of typos and things like that, the overwall review was positive.
 
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piterbarg
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Joined: October 29th, 2002, 6:42 pm

Rebonnato's Book

May 19th, 2014, 2:42 pm

The currently-shipping third printing has all but about 5 reported typos fixed. There has not been any typo reports for the last 6 months. The errata for previous printings is available herehereVladimir
 
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Dantas
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Posts: 7
Joined: January 17th, 2012, 4:37 am
Location: Eureka

Rebonnato's Book

May 19th, 2014, 3:17 pm

QuoteOriginally posted by: piterbargThe currently-shipping third printing has all but about 5 reported typos fixed. There has not been any typo reports for the last 6 months. The errata for previous printings is available herehereVladimirThanks for your feedback. I'm actually thinking for quite a while to buy the all of the 3 books so I think the time has come. Is it possible to have discount for university instructors?
 
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piterbarg
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Joined: October 29th, 2002, 6:42 pm

Rebonnato's Book

May 19th, 2014, 7:20 pm

I sent you a PMVladimir
 
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Dantas
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Posts: 7
Joined: January 17th, 2012, 4:37 am
Location: Eureka

Rebonnato's Book

May 20th, 2014, 12:45 pm

Got it.Thanks