Modelling Single-name and Multi-name Credit Derivatives by O'Kane
Posted: Tue Jan 20, 2009 10:19 pm
Anyone read this book? If so, please share your thoughts!!
I'm thinking about buying it, but it's relatively new (August 2008), has no reviews on Amazon (though Fabozzi seems to be a big fan of the book), there is no errata sheet that I know of and it's quite expensive! (140 USD)
The reason why I'm considering picking up and reading this book is to learn as much as possible about credit derivatives.
Thank you for any comments!
I'm thinking about buying it, but it's relatively new (August 2008), has no reviews on Amazon (though Fabozzi seems to be a big fan of the book), there is no errata sheet that I know of and it's quite expensive! (140 USD)
The reason why I'm considering picking up and reading this book is to learn as much as possible about credit derivatives.
Thank you for any comments!