The average rating for Risk Analysis: Assessing Uncertainties Beyond Expected Values and Probabilities based on 2 reviews is 3.5 stars.
Review # 1 was written on 2018-06-07 00:00:00 Mike Calhoun Motivates risk neutral valuation really well, and explains what it's all about by considering it rigorously in context, in a way I haven't found anywhere else. Also, it's a generally good book on its subject matter, but it's worth a look purely for the motivated take on risk neutral valuation. |
Review # 2 was written on 2016-10-04 00:00:00 Chris Hebert Very comprehensive textbook on interest rate derivatives. Perfect balance between mathematical rigour, precision, practicalities and readability. Excellent read for a wide range of audience (from students to experienced industry practitioners). |
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