The Mathematics of Financial Modelingand Investment Management

(Brent) #1

Frontmatter Page xvii Monday, March 8, 2004 10:06 AM


Acknowledgments xvii

■ Dr. Lev Dynkin and members of the Fixed Income Research Group at
Lehman Brothers reviewed Chapter 21.
■ Dr. Srichander Ramaswamy of the Bank for International Settlement
prepared the illustration in Chapter 13 to show the importance of fat-
tailed processes in credit risk management based on his book Manag-
ing Credit Risk in Corporate Bond Portfolios: A Practitioner’s Guide.
■ Hemant Bhangale of Morgan Stanley reviewed Chapter 23.

Finally, Megan Orem typeset the book and provided editorial assis-
tance. We appreciate her patience and understanding in working through
several revisions of the chapters and several reorganizations of the table
of contents.
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