Book review

I have recently found that Massimo Morini wrote a review of my "Multi-curve framework" book in Quantitative Finance. The text of the review can be found on the Quantitative Finance web-site (subscription required). I'm honored by the nice words of Massimo.

The only minor point I have to disagree with him, is when he says that "I do not think that Marc possessed any prophetic powers." As explained in a previous entry of my blog (see the last part of When fiction becomes reality), the multi-curve framework is not the only proof of my prophetic powers … or of my luck. But consistent above average luck is even more rare than consistent forward thinking, so I'm fine with either!