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Review title: Not bad at all...
Product review: Contrary to other people, I have found the book very interesting and readable...The author is also referring to practical issues such as asset volatility estimation and CDO pricing..I think this book is more comparable to Bielecki-Rutkowsky kind of book, than to Schonbucher. It gives a good foundation of the theory, even if sometime I would have preferred to have more proofs of theorems.Compact, readable and fairly complete.
