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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

go for Andersen/Piterbarg's volume 2/3

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.

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

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?

I sent you a PMVladimir

Got it.Thanks