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on 18 March 2014
I am not to the level to comment on the work of Prof Alexander Carol. I have a high respect for her. This book is a magic, eye opener for all who want to learn the practicalities of various Factor Models, GArch Models, Copula's, PCA, there simulations, there limitations and there uses in different scenarios.
The best thing about any of the book of Madame Carol are the Excel examples, from which one can learn a lot. It is really really important that one goes through those examples , figures, case studies to visualize and learn.
I would suggest to definitely go through the first part Quantitative Finance before you start with the 2nd as they are very much related and understanding of PCA and regression analysis especially the MLE are very important for part 2

Once again thanks very very much Prof Carol, i am personally very greateful for these series and it has given me so much confidence and steep learning curve, which my Masters in Fin Eng was missing being very theoretical

-Viv
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on 17 June 2010
A very good book, well structured and clear with a good balance of practical examples
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on 18 August 2008
Just one hint, from somebody who learned a lot from Carol - if somebody with her experience decides to invest 5 years in sharing their understanding of the world of finance, I wouldn't miss the chance to read it! The scope of the book is unparalleled, and it doesn't come at the expense of thoroughness and clarity. And what you wouldn't get from four other books on those topics, is a unified, consolidated, approach to analysing and understanding areas which traditionally have been seen in isolation. I don't need to mention what difference it makes in practice, once you have the details, to be able to take one step back and see the bigger picture.
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