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2 of 4 people found the following review helpful
5.0 out of 5 stars Long Awaited Book on Credit Derivatives Modelling, 13 Jun 2003
By A Customer
This review is from: Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) (Hardcover)
This may be the definitive work on credit derivatives modelling. The comprehensive treatment covers all the bases.
Some aspects of credit derivitives risk do not lend themselves well to modelling, and clear understanding of the products is important for traders and risk managers. For clear product explanations with an explanation of the limitations of the models, I highly recommend Tavakoli's "Credit Derivatives & Synthetic Structures."
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3 of 8 people found the following review helpful
5.0 out of 5 stars Excellent, 3 July 2003
This review is from: Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) (Hardcover)
This book is set to become the reference in Credit Derivatives pricing. Beyond his technical ability and familiarity with the math, it is the author's clarity and his ability step back and look at the broader picture that distinguishes him, and makes this book a tour de force.
That should put this book in the same class as "the" Hull.
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1 of 12 people found the following review helpful
5.0 out of 5 stars Greatest book on credit derivatives, 6 Jun 2003
This review is from: Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series) (Hardcover)
I've just receive this awaited book on Credit Derivatives, I red the first two chapters, and went through quickly on the rest of the book, and there's just one word which comes to my mind : MASSIVE ! It's the book I waited for on credit derivatives modelling, and it's about to become almost surely THE reference on that field. Everything is in this book, theory, examples, implementation issues and I have to congratulate the author for this amazing piece of work !
Chapeau bas Mister Schonbucher !!!
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Credit Derivatives Pricing Models: Models, Pricing and Implementation (The Wiley Finance Series)
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