Review: 1 - 2 of 2, Interest Rate Models -- Damiano Brigo, Fabio Mercurio Money-Employment-Careers Best Sellers
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Rating: 5.0/5 Stars
Rank: 35865
Book - All Customer Reviews

Interest Rate Models
Damiano Brigo, Fabio Mercurio

Customer Review 1 - 2 of 2
1.Definitely a must for quants and financial engineer !!!
(Paris, FRANCE) September 11, 2001 - 5.0/5 stars
Though not precisely at beginner level, it is one of the best financial mathematics book combining rigourous theory with actual practice. I use this book as a reference book in combination with Kennedy and Hunt (Financial... read full review
2.Nicely written overview of interest rate models
(France) December 15, 2001 - 4.0/5 stars
This recent book, written by two Italian "quants" Mercurio & Brigo, gives a nice and accessible overview of interest rate models which is a compromise between the practitioner viewpoint, expressed for ex... read full review

Customer Review 1 - 2 of 2
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