Paul Wilmott Introduces Quantitative Finance
John Wiley & Sons Ltd (Verlag)
978-0-471-49862-9 (ISBN)
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In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement.
PAUL WILLMOTT, described by the Financial Times as 'cult derivatives lecturer,' is one of the world's leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website
Products and markets; derivatives; the random behaviour of assets; elementary stochastic calculus; the Black-Scholes model; partial differential equations; the Black Scholes formulae and the "Greeks"; early exercise and American options; probability density functions and first exit times; multi-asset options; the binomial model; trading game; an introduction to exotic and path-dependent options; barrier options; defects in the Black-Scholes model; fixed-income product and analysis - yield, duration and convexity; swaps; one-factor interest rate modelling; interest rate derivatives; Heath, Jarrow and Morton; portfolio management; value at risk; finite-difference methods for one-factor models; Monte Carlo simulation and related models.
| Erscheint lt. Verlag | 25.4.2001 |
|---|---|
| Zusatzinfo | illustrations, graphs |
| Verlagsort | Chichester |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 1060 g |
| Einbandart | Paperback |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| ISBN-10 | 0-471-49862-9 / 0471498629 |
| ISBN-13 | 978-0-471-49862-9 / 9780471498629 |
| Zustand | Neuware |
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