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Derivatives: Models on Models (The Wiley Finance Series)
Format: HardcoverChange
Price:£53.99+Free shipping with Amazon Prime

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2 of 2 people found the following review helpful
on 6 July 2007
This books is a collection of short essays on various quant finance topics AND a collection of various interviews with some of the smartest modelers around. While I disagree with some of the statements in the book, I especially enjoyed the interviews. It really helps that Haug, the author, is a pro himself and can ask smart questions.

Highly recommended.
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1 of 1 people found the following review helpful
on 7 February 2009
Having the thoughts of the pioneers of quantitative finance in one book is a must for any serious quant. Excellent reading in particular for any exotic equity derivatives quant or trader.
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on 23 September 2009
Besides treatise on different modelling subjects, this books features the author's interviews with various top quants. I find some of the modelling subjects interesting, some a little bit far-fetched, but the discussions with the quants about their thoughts are most interesting.
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