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NOTE: You are purchasing a standalone product; MyWritingLab™ does not come packaged with this content. If you would like to purchase both the physical text and MyWritingLab, search for:
0134070038 / 9780134070032   Writing: A Guide for College and Beyond Plus MyWritingLab with Pearson eText - Access Card Package
Package consists of:

• 0133954706 / 9780133954708  MyWritingLab with Pearson eText - Access Card
• 0321993802 / 9780321993809  Writing: A Guide for College and Beyond

MyWritingLab should only be purchased when required by an instructor.

For college courses in Composition and Rhetoric.

Revealing the writing process through interactive learning
Writing: A Guide for College and Beyond presents writing, reading, and research processes dynamically, using a variety of visuals to illustrate how readers interact with texts and how writers compose. One of the first textbook authors to focus on multimedia  composing, Lester Faigley employs his own advice to engage students in every step of the writing process–for both college composition and everyday life–and pulls back the curtain on how writers work.

Aligned with the learning goals for a first-year college writing course identified in the 2014 Outcomes Statement from the Council of Writing Program Administrators, Writing: A Guide for College and Beyond gives students the support they need to succeed in first-year composition, in their other courses, and in their careers. In the Fourth Edition, students can also practice and explore what they’ve learned chapter-by-chapter with interactive MyWritingLab tools, assignments and projects.  

Also available with MyWritingLab™
This text is also available with MyWritingLab™ – an online homework, tutorial, and assessment program designed to work with this text to engage students and improve results. Within its structured environment, students practice what they learn, test their understanding, and pursue a personalized study plan that helps them better absorb course material and understand difficult concepts.

• Sales Rank: #418933 in Books
• Published on: 2015-01-09
• Original language: English
• Number of items: 1
• Dimensions: 9.00" h x .90" w x 7.30" l, 2.05 pounds
• Binding: Paperback
• 688 pages

From the Back Cover

You’ll never look at a writing guide the same way again!

Writing: A Guide for College and Beyond uses written instruction and visual tools to teach students how to write effectively. This revolutionary new aims-based writing guide brings together Lester Faigley’s clear and inviting teaching style with Dorling Kindersley’s accessible and striking design. Unique, dynamic presentations of reading, writing, and research processes speak to students with many learning styles and help students become successful writers in college and beyond.

Here’s What Teachers Are Saying

“Writing has managed a great feat–to gather together under one cover what is essential to the craft of expository writing at the college level and to do so in an amazing and colorful layout.” — Gary Enns, Cerro Coso Community College

“I’d describe Writing as a rhetoric that’s actually rooted in rhetorical principles and genre theory. It eliminates much of the wordy instruction commonly used in writing texts in favor of a distillation of essential information and instruction with numerous examples.” — Jeffrey Andelora, Mesa Community College

“I think this text succeeds to a better degree than one that tries to explain the writing process solely via a narrative. I think showing handwritten brainstorming, showing notations on a first draft, showing attempts to create a good beginning (and multiple mediocre beginnings) are all good.” — Larry Riley, Ball State University

“Writing treats students respectfully. It situates them as fellow explorers. . . . It asks them to draw on their own experiences a great deal throughout the text and, along with being ‘inviting,’ that strategy clearly tells readers that they are co-constructors of knowledge, that their experiences are valid.” — Patricia Webb, Arizona State University (reviewer)

“I believe that the selection of readings that accompany each of the kinds of writing (reflecting, observing, informing, etc.) are superb choices, because their subjects are contemporary and of interest to students and also provide a variety of genres–from articles to essays to blogs and leaflets.” — Martha Petry, Jackson Community College

“One of the problems with most textbooks is they overwhelm readers with written text; this textbook doesn’t do that. More importantly, the images in this book aren’t merely eye candy; they help illustrate/teach the ideas discussed on each page.” — Brett McInelly, Brigham Young University

And Here’s What Students Are Saying

“This is one of the most helpful, thorough, and resourceful texts I’ve seen thus far.” — Lauren Olsen, Castleton State College

“I thought the chapters did an excellent job of combining visual and textual explanations of the material. The combined presentation of the two gave me a greater understanding of the concepts.” — John Weiss, Jr., Ball State University

“College students have a lot of reading in every class and this text is more interesting and to the point. It is not busy work.” — Missi Dreyer, Grand Valley State University

“This book is more eye catching to me, and more informational. I will actually read this book!” — Abbey Kline, Ball State University

“I like the fact that with the visual pictures I could understand the readings better.” — Jorge Arias, Grand Valley State University

Visit us at www.ablongman.com

About the Author
Lester Faigley (University of Texas, Austin), 1996 chair of CCCC and winner of the 1992 MLA Shaughnessy Prize, is known for his scholarship about visual discourse and electronic technologies.

Most helpful customer reviews

10 of 10 people found the following review helpful.
One of the better textbooks out there
By Kim
Some textbooks make you feel like editing them before you can read them; they are overdone with long, drawn-out drivel, as though the authors got paid by the word count. This is not one of them. The information is presented in a clear, non-boring, progressive way that anyone can follow. It uses many examples to illustrate the message they are trying to communicate. (OK, some of the sample writings are dull, but whaddya gonna do?) It has a point-by-point section in each chapter which goes back over all the pertinent information, so that when you're writing a paper, you can be sure you've covered all the bases and you're not overlooking any part of the assignment. All in all, I'm very glad my professor chose this book to teach the class. It made me a better writer, and it didn't bore me to tears in the process.

0 of 0 people found the following review helpful.
Be Careful Fellow Students
By Dylan
My English 101 professor had this as required reading and I can honestly say that I never opened this text book. That's not to say that your professor won't assign anything out of it, but I didn't find this to be of any use. I earned an "A" in the course no problem without using this pricey book.

My best advice is to wait and see it you actually need it and THEN order it because from me to you, it's not fun to waste money in college.

0 of 0 people found the following review helpful.
Five Stars
By Michelle C Barclay
Great book to rent for college! Good price for renting!

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[N580.Ebook] Ebook Download Michael Allen's 2012 e-Learning Annual, by Michael W. Allen

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The field of e-learning continues to experience dramatic and turbulent growth. Over time, as technology has improved and the method's real capabilities have emerged, e-learning has gained widespread acceptance and is now the fastest growing sector of corporate learning.As in years past, Michael Allen's Annual offers a diverse and important collection that contains some of the most current insights and best practices that will help both educators and workplace learning leaders address issues of design and implementation, as well as strategy and culture.
In addition, this new volume offers a diverse mix of content that spans the full spectrum of technology-based learning. Year after year, the Annual discusses emerging trends in social media; showcases e-learning innovation; presents contemporary- and best-practices; tackles big-picture, strategic issues; and provides a host of useful tips and techniques. Additional content is also available online.

Contributors:

• Nabeel Ahmad
  
• Clark Aldrich
  
• Bobbe Baggio
  
• Tony Bingham
  
• Julia Bulkowski
  
• Bryan Chapman
  
• Phil Cowcill
  
• Allan Henderson
  
• Peter Isackson
  
• Cheryl Johnson
  
• Cathy King
  
• Leslie Kirshaw
  
• Tina Kunshier
  
• David Metcalf
  
• Corinne Miller
  
• Craig Montgomerie
  
• Frank Nguyen
  
• Maria Plakhotnik
  
• Tonette Rocco
  
• Anita Rosen
  
• Patti Shank
  
• Clive Shepherd
  
• Martyn Sloman
  
• Belinda Smith
  
• Susan Smith Nash
  
• Ken Spero
  
• Carla Torgerson
  
• Thomas Toth
  
• Reuben Tozman
  
• Marc Weinstein

• Sales Rank: #527526 in Books
• Published on: 2011-07-26
• Original language: English
• Number of items: 1
• Dimensions: 11.08" h x .92" w x 8.72" l, 2.05 pounds
• Binding: Hardcover
• 304 pages

Review
"By placing so many viewpoints together, Allen has made it possible to do the classic 'compare and contrast' that helps develop insights and identify possibilities and strategies that fit our particular circumstances." - Bill Brandon, Learning Solutions Magazine

From the Back Cover
Praise for Michael Allen's 2012 e-Learning Annual
"Michael Allen's Annual really is annual. I found new examples and provocative ideas--just what I was looking for."
--Allison Rossett, professor of educational technology, San Diego State University

"Just another academic anthology? Hardly! Michael Allen has convinced e-learning's super-heroes to join forces to crush complacency, demolish dogma, rewrite rules, streamline strategies, and light a brighter future for e-learning. Warning: The accumulated wisdom and original thinking of this elite team of designers, practitioners, consultants, and researchers will leave you dissatisfied with your current e-learning efforts and aching to put their ideas into play."
--William Horton, author, e-Learning by Design and consultant, William Horton Consulting

"The real learning at conferences takes place in the hallways. This wonderful book is like eavesdropping on those conversations, except that Michael has put the top thinkers in our field in the hall for you."
--Jay Cross, chairman, Internet Time Alliance

About the Author
Michael Allen, Ph.D., pioneered multimedia learning technologies, interactive instructional paradigms, and rapid-prototyping processes, bringing each forward into leading corporate enterprises. He is the chairman and CEO of Allen Interactions Inc., which builds universally acclaimed custom e-learning, provides strategic learning consulting, and trains e-learning professionals in collaboration with ASTD. Formerly, Allen was the founder and CEO of Authorware Inc. He is an adjunct associate professor at the University of Minnesota Medical School, a sought-after conference speaker, and a prolific writer.

Most helpful customer reviews

3 of 3 people found the following review helpful.
An essential reference annual for the modern learning professional
By Encodi
This is a great reference for anyone working in the learning and/or training space with an interest in reading across the key topics on everyone's minds from mobile learning to LMS to Social Media. It is a great reference for anyone contemplating overcoming the diverse range of challenges in their learning organization. The Annual present a nice spread of topics from authoring tools to how learner's needs have changed and I like the format of the annual. As an experienced training professional and learning technologist I am interested in opinion's and thought leadership across several areas and the annual collates this nicely and provides this in a very digestible structure and gives food for thought on many levels. I would recommend this annual for anyone working in eLearning, Training & Development, and Learning Technology and Innovation.

1 of 1 people found the following review helpful.
Grear compilation of ideas from industry leaders
By Wingy
Excellent industry overview, i really enjoyed the polarized view articles on the same topic. I very much hope that Allen will release 2016 version this year, since elearning world has been developing quite rapidly and some content is outdated.

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Written by one of the most successful aerospace authors, this new book develops aircraft performance techniques from first principles and applies then to real airplanes. It also address a philosophy of, and techniques for aircraft design. By developing and discussing these two subjects in a single text, the author captures a degree of synergism not found in other texts. The book is written in a conversational style, a trademark of all of John Anderson's texts, to enhance the readers' understanding.

• Sales Rank: #99387 in Books
• Published on: 1998-12-05
• Original language: English
• Number of items: 1
• Dimensions: 9.00" h x 1.10" w x 7.00" l, 2.35 pounds
• Binding: Hardcover
• 600 pages

About the Author

John D. Anderson, Jr., was born in Lancaster, Pennsylvania, on October 1, 1937. He attended the University of Florida, graduating in 1959 with high honors and a Bachelor of Aeronautical Engineering Degree. From 1959 to 1962, he was a Lieutenant and Task Scientist at the Aerospace Research Laboratory at Wright-Patterson Air Force Base. From 1962 to 1966, he attended the Ohio State University under the National Science Foundation and NASA Fellowships, graduating with a PhD in Aeronautical and Astronautical Engineering. In 1966, he joined the U.S. Naval Ordnance Laboratory as Chief of the Hypersonics Group. In 1973, he became Chairman of the Department of Aerospace Engineering at the University of Maryland, and since 1980 has been Professor of Aerospace Engineering at the University of Maryland. In 1982, he was designated a Distinguished Scholar/Teacher by the University. During 1986–1987, while on sabbatical from the University, Dr. Anderson occupied the Charles Lindbergh Chair at the National Air and Space Museum of the Smithsonian Institution. He continued with the Air and Space Museum one day each week as their Special Assistant for Aerodynamics, doing research and writing on the History of Aerodynamics. In addition to his position as Professor of Aerospace Engineering, in 1993, he was made a full faculty member of the Committee for the History and Philosophy of Science and in 1996 an affiliate member of the History Department at the University of Maryland. In 1996, he became the Glenn L. Martin Distinguished Professor for Education in Aerospace Engineering. In 1999, he retired from the University of Maryland and was appointed Professor Emeritus. He is currently the Curator for Aerodynamics at the National Air and Space Museum, Smithsonian Institution.

Most helpful customer reviews

31 of 32 people found the following review helpful.
A better historical than analytical textbook.
By bm
Any student who has read through this textbook and tried to understand the derivations and derive the equations presented will realize that Anderson's forte is history more than engineering. The text is well written and interesting to read since Anderson gives a good historical background to each concept but Anderson's explanations are sometimes questionable and there are many conceptual and formula errors. The book does have good figures and presents a lot of good data but for students trying to learn aircraft performance for the first time, there are better textbooks out there. I am currently a PhD student in Aerospace Engineering at Georgia Tech studying for the qualifying exam. I was studying from this textbook but found that it was difficult to master the concepts to my professor's expectations based on what Anderson has presented. I recently aquired "Mechanics of Flight" by Warren Phillips which is much better at presenting the same material and is much more exhaustively researched from an analytical point of view. It is also much cheaper with twice the content so I would recommend it over Anderson's "Aircraft Performance and Design."

14 of 15 people found the following review helpful.
A great introduction to aircraft design
By A Customer
This is an excellent book and can be used as a continuation of Introduction to Flight by the same author. This book focuses on airplane design and performance, but also gives a very clear introduction to propulsion and aerodynamics of airplanes. I highly recommend this book to anyone interested in airplane design, as well as Daniel Raymer's book Aircraft Design: A Conceptual Approach. Both books I found to be extremely interesting and written in clear, easy to understand language.
This book was used in an upper level Aircraft Performance and Dynamics class that I recently took. I also found this book very helpful in my Aircraft Design class and my Aircraft Propulsion class. In short, a student of aeronautical engineering couldn't ask for a more well rounded book on aircraft design--covering all the aforementioned topics.
If only all engineering textbooks were so well written!

4 of 4 people found the following review helpful.
More of the same
By Eric F.
Anderson's books are not very good as a textbook, but would be better as a reviewer. There's more formulas than you can shake a stick at (Chapter 3 has over 150 formulas). There's not too much explaining at all, and you're struggling to find what various symbols mean. It's not a useful tool at all.

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This biography includes photographs of Smith Wigglesworth without his trademark moustache as well as offering a detailed and frank account of his life.

• Sales Rank: #4532003 in Books
• Published on: 2002-06
• Ingredients: Example Ingredients
• Original language: English
• Number of items: 1
• Dimensions: 1.13" h x 5.72" w x 9.46" l,
• Binding: Hardcover
• 180 pages

Review
As you read this most detailed and frank account of Smith Wigglesworth's life by Julian Wilson, I recommend that you think of the outstanding, even unique ways in which he carried out God's instructions. He was called the 'Apostle of Faith' and you have to have a lot of faith to confront him! --Publisher

I enjoyed reading Wigglesworth: The Complete Story by Julian Wilson. Many years after his death the ministry of Smith Wigglesworth still inspires countless people, including myself. It is a blessing to have this work documented so well as to continue encouraging our faith with his miracles of healings of cancer, deafness, blindness and even the raising of the dead. --Dr Col Stringer, Apostle, pastor and author

Review
'As you read this most detailed and frank account of Smith Wigglesworth's life by Julian Wilson, I recommend that you think of the outstanding, even unique ways in which he carried out God's instructions. He was called the 'Apostle of Faith' and you had to have a lot of faith to confront him. He could be frightening, but he was miraculously effective. When God called him 'home', God broke the mould.' Jack Hywel-Davies

About the Author
Julian Wilson lived in Hong Kong for twelve years, where he worked as an editor, journalist and photographer for, among others, 'Time Life' and the 'Hong Kong Standard'. He is also the author of a biography of the Olympic athlete and missionary, Eric Liddell. He now resides in Shanghai with his wife and daughter.

Most helpful customer reviews

7 of 7 people found the following review helpful.
Wigglesworth
By Guy Gold
I own all of the books by and about Wiggleworth. This writer gives some new fresh points of view of Wigglesworth. Execellent book.

6 of 6 people found the following review helpful.
A more thorough account
By R. Glenn
There have been many books written about Smith Wigglesworth and I own them all. And even though George Stormont was a friend of mine and I will always treasure the autographed copy he gave me of his book on Smith, this book shed more light on Smith and was more thorough than any of the others. He truly was a remarkable man, Smith Wigglesworth. His life and ministry continues to inspire Christians even today. Great book.

3 of 3 people found the following review helpful.
Great book- very poor kindle version
By Lindy
The actual written contents if this book is excellent. In fact one of the best stories about smith wiggles worth ever written.

BUT the whole book is ruined by a really poor transfer to kindle which spoils it.

Here are the issues.

1. Table of contents is there but does not link to the chapters. In other words it is a list of static text.

2. The first letter of some words appears separate above the rest of the word.

3. The actual photographs are missing that the paper book includes.

4. The front cover is missing so we don't see the nice artwork the paper book has.

If it wasn't for being a big fan of Mr Wigglesworth I would have sent this back.

See all 18 customer reviews...

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[M905.Ebook] Ebook Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance), by Damiano Brigo, Fabio Mercurio

Ebook Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance), by Damiano Brigo, Fabio Mercurio

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The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.

 

The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach.

Examples of calibrations to real market data are now considered.

 

The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives.

 

The three final new chapters of this second edition are devoted to credit.

Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

• Sales Rank: #114057 in Books
• Brand: Brand: Springer
• Published on: 2006-08-02
• Original language: English
• Number of items: 1
• Dimensions: 9.21" h x 2.13" w x 6.14" l, 3.60 pounds
• Binding: Hardcover
• 982 pages

Features

• Used Book in Good Condition

Review

From the reviews:

SHORT BOOK REVIEWS

"The text is no doubt my favorite on the subject of interest rate modeling. It perfectly combines mathematical depth, historical perspective and practical relevance. The fact that the authors combine a strong mathematical (finance) background with expert practice knowledge (they both work in a bank) contributes hugely to its format. I also admire the style of writing: at the same time concise and pedagogically fresh. The authors’ applied background allows for numerous comments on why certain models have (or have not) made it in practice. The theory is interwoven with detailed numerical examples…For those who have a sufficiently strong mathematical background, this book is a must."

From the reviews of the second edition:

"The book ‘Interest Rate Models – Theory and Practice’ provides a wide overview of interest rate modeling in mathematical depth. … The authors found a good approach to present a mathematically demanding area in a very clear, understandable way. The book will most likely become … one of the standard references in the area. … if one were to buy only one book about interest rate models, this would be it." (David Skovmand and Michael Verhofen, Financial Markets and Portfolio Management, Vol. 21 (1), 2007)

"This is the book on interest rate models and should proudly stand on the bookshelf of every quantitative finance practitioner and student involved with interest rate models. If you are looking for one reference on interest rate models then look no further as this text will provide you with excellent knowledge in theory and practice. … is simply a must for all. Especially, I would recommend this to students … . Overall, this is by far the best interest rate models book in the market." (Ita Cirovic Donev, MathDL, May, 2007)

"This is a very detailed course on interest rate models. Its main goal is to construct some kind of bridge between theory and practice in this field. From one side, the authors would like to help quantitative analysts and advanced traders handle interest-rate derivatives with a sound theoretical apparatus. … Advanced undergraduate students, graduate students and researchers should benefit from reading this book and seeing how some sophisticated mathematics can be used in concrete financial problems." (Yuliya S. Mishura, Zentralblatt MATH, Vol. 1109 (11), 2007)

From the Publisher
Please note that the first edition is out of print and the second will be available in March 2006 (ISBN 3540221492)

Most helpful customer reviews

5 of 6 people found the following review helpful.
Extremely detailed
By Dr. Lee D. Carlson
The modeling of interest rates is now a multi-million dollar business, and this is likely to grow in the years ahead as worries about quantitative easing, government budgets, housing markets, and corporate borrowing have shown no sign of abatement. The approach that the authors take in this book has been branded as too "theoretical" by some, particularly those on the trading floors, or those antithetic to modeling in the first place. The authors though are aware of such reactions to financial modeling, and actually devote the end of the book to a hypothetical conversation between traders and modelers (but omitting some of the vituperation that can occur between these groups). The book is written very well, with calculation steps for the most part included in detail. Since it is a monograph, there are no exercises, but readers will find ample opportunities to fill in some of the calculations or speculate on some of the many questions that the authors list in the beginning to motivate the book. These questions are invaluable for newcomers to the field, or those readers, such as this reviewer, who are not currently involved in financial modeling but are very curious as to the mathematical issues involved. There is also an excellent list of "theoretical" and "practical" questions in the preface that the authors use to motivate the book, along with a detailed summary of upcoming chapters.

The first part of the book sets the tone for the rest of the book, and can be considered as an elementary introduction to the theory of contingent claim valuation. In this discussion the authors focus on a portfolio consisting of riskless security (bond) and a risky security (stock) that pays no dividend. The object is to follow the time evolution of the price of these two securities. The time evolution of the riskless bond is merely exponential, as expected, but that of the risky security is random according to a geometric Brownian motion. The `trading strategy' consists of holding a number of units of each of these securities at each time. All changes in the value of the portfolio can be shown to be entirely due to capital gains, with none resulting from the withdrawal or infusion of cash. The authors refer to this as a `self-financing' strategy, and the initial investment results in a pattern of cash flows that replicates that of a call option. This option is attainable by dealing only in a stock and a bond. This leads to the question as to what class of contingent claims a group of investors can actually attain, where a contingent claim is viewed as a nonnegative random variable which is measurable with respect to a filtration of a probability space. This filtration can be viewed as essentially a collection of events that occur or not depending on the history of the stock price. The bearer will obtain a payment at expiry, the size of which depends on the prior price history.

A contingent claim is said to be `attainable' at a particular price if there exists a self-financing trading strategy, along with an associated market value process that equals the initial prices and equals the contingent claim at expiry. It is shown that every contingent claim is attainable in a complete market. The goal is then to find conditions under which arbitrage is impossible, i.e. conditions that prevent the occurrence of a zero investment and through some trading strategy is able to obtain a positive expected wealth at some time in the future. The authors show that a market is free of arbitrage if and only if there is a martingale measure, and that a market is complete if and only if the martingale measure is unique.

It was primarily the interest of this reviewer in analytical models rather than Monte Carlo simulations, even though there is a thorough discussion of the latter in this book, including the most important topic of the standard error estimation in simulation models. For analytical modeling, the Vasicek model is usually the first one discussed in the literature, and this book is no exception. But the Vasicek model allows negative interest rates and is mean reverting. The authors want to go beyond this model by searching for one that will reproduce any observed term structure of interest rates but that will preserve analytical tractability. One of these, the Cox-Ingersoll-Ross (CIR) model, is analytically tractable and preserves the positivity of the instantaneous short rate. Ample space in the book is devoted to a discussion of this model, which is essentially one where one adds a "square root" to the diffusion coefficient.

Physicists who aspire to become financial engineers may find the discussion on the change of numeraire to be similar to the "change in gauge" in quantum field theory. In the latter, a clever choice of gauge can make calculations a lot easier. The same goes for a choice of numeraire for pricing a contingent claim, and the authors give a detailed overview of what is involved in doing so. Of particular importance in this discussion is the role of the Radon-Nikodym derivative, a concept that arises in measure theory, and also the use of Bayes rule for conditional expectations. To fully appreciate this discussion, if not the entire book, readers will have to have a solid understanding of these concepts along with stochastic calculus and numerical solution of stochastic differential equations.

Interestingly, the authors devote a part of the book to the connection between interest rate models and credit derivatives, wherein they argue that credit derivatives are not only interesting in and of themselves, but that the tools used to model interest rate swaps can be applied to credit default swaps to a large degree. Of particular importance is the appearance of copulas in chapter 21, which have been criticized lately for their alleged role in the "financial crisis". The authors give an overview of these entities for the curious reader but do not use them in the book.

Some readers may find when first exposed to `reduced form models' that they might seem too extreme or judged to be inapplicable because default is viewed as being essentially independent of market observables. Instead default is modeled by an exogenous jump stochastic process. The authors spend a fair amount of time explaining why these models are suitable for credit spreads. In particular, they show that the probability to default after a given time, i.e. the `survival' probability, can be interpreted as a zero coupon bond and the intensities as instantaneous credit spreads. Positive interest short-rate models can therefore be used to do default modeling. The lack of an economic interpretation for the default event is to be contrasted with term structure models, and the authors discuss this in detail.

Structural models on the other hand are tied to economic factors, namely the value of the firm, i.e. its ability to pay back its debt. If this value drops below a certain level, the firm is taken to be insolvent. The authors give a brief overview of structural models, emphasizing their similarities to barrier-free option models, but do not treat them in detail in the book, since they do not have any analogues to interest rate models. For credit risk, the defaultable zero coupon bond is the analog of the zero coupon bond for interest rate curves. The forward rate for credit default swaps also has an analog with LIBOR and SWAP rates. Readers interested in counterparty risk will be exposed to an interesting assertion, namely that the value of a (generic) claim that has counterparty risk is always less than the value of a similar claim whose counterparty has a probability of default equal to zero. The authors give a rigorous formulation of this assertion by proving a general counterparty risk pricing formula.

Poisson processes, used heavily in network modeling and queuing theory, are discussed here in the authors' elaboration of intensity models, along with Cox processes where the intensity is stochastic. Detailed examples are given which illustrate how to use reduced form models and market quotes to estimate default probabilities.
Monte Carlo simulations, which are the bread and butter of financial modeling (along with many other fields of modeling) are used to simulate the default time. The authors address the problem of large variance and the consequent large number of simulations needed if the standard error is just one basis point. Techniques of variance reduction in Monte Carlo simulation are well-known, and the authors discuss one of these, the control variate technique.

Also discussed is a hybrid model where both interest rates and stochastic intensities are involved, and the authors show how to calibrate survival probabilities and discount factors separately when there is no correlation between the interest rates and intensities. The calibration must then be done simultaneously when this is not the case. One is led to ask in this case, and in general, whether interest rate data can serve as a proxy of default calibration, and vice versa. Not really, but the authors do explain how the correlation can be ignored, since it has little impact on credit default swaps.

Ensuring that interest rates remain positive is thought of as an important side constraint by many modelers, who point to the large negative rates that may occur in Gaussian models of interest rates. One model that particularly stands out in this regard is due to B. Flesaker and L. Hughston, and which is discussed in one of the appendices in the book. Their strategy is to enforce positivity via the discount factor, and doing this in such a way so as to eliminate the possibility of "explosions", i.e. situations where the payoff can become infinite in an arbitrarily short time. Their model can essentially be characterized by an integral representation for discount bonds in terms of a family of kernel functions. The members of this family are positive martingales, and this ensures the required positivity. Their behavior under a change of measure involves a ratio called the `state-price density' or `pricing kernel', and this shows that the Flesaker-Hughston model can be interpreted as a general model of interest rates. Arguments are given as to whether all choices of kernel can result in viable interest rate models. Examples are given illustrating that not all can be, but the Flesaker-Hughston model is interesting also in that it does not depend on possibly highly complex systems of stochastic differential equations for interest rate processes. The authors unfortunately do not include a discussion on how to calibrate this model to market data, but instead delegate it to the references.

Note: This book was read and studied between the dates of September 2007 and July 2011.

1 of 1 people found the following review helpful.
Great book
By Kasper Sørensen
I really, really like this book. Chapter 2 and chapter 6 make this book all worth buying. Especially if you take into account Brigo's own lecture notes on the homepage [...] I don't think chapter 7&8 are very good but the chapters about volatility are really great. The rest of the book I haven't read yet. Really worth buying if you are in to interest models!

1 of 1 people found the following review helpful.
Very good and useful book.
By TUNG, MENG-YUN
The most useful book about complex interest rate products.
The depth and breadth of this book is impressive.
The author did a good balance between theory and practice.

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