Is very impressed with Market Models and have been waiting for another book for years now and couldnt have been better with a whole new series. A++ for its unmatched delivery style, step-by-step approach, and amazing content.
The topics are neatly arranged starting with essential maths in Vol1, advanced Econometrics in vol 2, option theory + other instruments in 3rd and VaR in 4th. Easy to understand and assimilate. All that one needs to master market risk.
I love the cds that accompany each volume - use it at work at times! It's comprehensive yet concise. Doesn't take lots of pages to drive a simple concepts across."