|Author||Donny C. F. Lai and Humphrey K. K. Tung|
This is one of the best Cook book for implementing a broad swaths of models in financial engineering. The best part of the book is its holistic nature as you are given a brief description of models and how to implement it. The bibilogrphy given at the end is one of the best part of the book as authors have given only references which are essential and good. Following those bibilograhical references gives a quick practitioners approach, which is extremely laudable. Ony thing missing is the coverage of some topics like a much deeper treatment of yield curve construction, volatility surface.
In all and all this is the book which should be in the bookshelf of any serious or aspiring person related to financial markets , derivatives and risk management.