Title: One of the best
Product review: This book is a wonderful mix of mathematics and practical wisdom. More focused on numerical than analytic methods, there are lots of other books available on the analytic methods anyway.It is the best book I've read on the practical and numerical side of quantitative finance. For proving things about financial models or deriving them in a rigorous way, you'll need other books, but this book has 1500 pages full of material that is difficult to find elsewhere.
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