Interest Rate Models: Theory and Practice D. Brigo, F. Mercurio

dadeto · Post by **dadeto** » Fri Oct 01, 2004 4:41 pm

Anyway you're not going, so neither am I tovaricht.

chiral3 · Post by **chiral3** » Fri Oct 01, 2004 4:43 pm

"Chiral, I am also "more of an equity person". so no, havent' [b]seen[/b] the book but considering buying it. thanks for the comments, sounds like i should"

I was just kidding with you, like "yes, I saw it on amazon", as opposed to "yes, I own it". Big Smile

Nonius · Post by **Nonius** » Fri Oct 01, 2004 4:45 pm

It is a very good book. More precise and mathematical than Rebonato. Written obviously by mathematicians (that is my wager, though I can't remember their backgrounds). Good presentation, reasonable intuition. A great source for interest rate modelling at the advanced level.

LongTheta · Post by **LongTheta** » Fri Oct 01, 2004 4:50 pm

My recollection is that at least one of them is an ex theoretical physicist, or probably both are mathematicians.

chiral3 · Post by **chiral3** » Fri Oct 01, 2004 4:53 pm

both brigo and mercurio have personal websites. I remember one of them on a Ducati in the Alps or something.

Nonius · Post by **Nonius** » Fri Oct 01, 2004 5:01 pm

yes, I remember that. why is it that even mathematicians in Italy are good looking?

wolf0564 · Post by **wolf0564** » Fri Oct 01, 2004 5:44 pm

well, you know my excuse, what's yours?

Nonius · Post by **Nonius** » Fri Oct 01, 2004 5:53 pm

booze, smoking, deciding to shave my head, and lethargy.

wolf0564 · Post by **wolf0564** » Fri Oct 01, 2004 6:03 pm

nonius=dadeto?

excellent idea, let's have some virtual ones if, ummm, the other ones won't come

p.s i hear you dude, totally hear you

thefoolishfour · Post by **thefoolishfour** » Tue Oct 05, 2004 7:47 pm

As my first concrete interest rates book, buy and read this one or get rebonato's book and read that initially.

So choose rebonato or brigo/mercurio as my first choice.