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- Product code: 13754
- ISBN: 0471498629,
ISBN13: 9780471498629,
519 pages, CD-Rom + pb
Published by John Wiley & Sons, 1st edition, 2001
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Description of Paul Wilmott Introduces Quantitative Finance |
Paul Wilmott, 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 (www.wilmott.com) 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 www.paulwilmott.com.
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Contents of Paul Wilmott Introduces Quantitative Finance |
Products and Markets
Derivatives
Predicting the Markets? A Small Digression;
All the Math You Need and No More (An Executive Summary)
The Binomial Model
The Random Behaviour of Assets
Elementary Stochastic Calculus
The Black-Scholes Model; Partial Differential Equations
The Black-Scholes Formulae and the 'Greeks'
Multi-asset Options
An Introduction to Exotic and Path-dependent Options
Barrier Options
Fixed-income Products and Analysis: Yield, Duration and Convexity
Swaps
One-factor Interest Rate Modeling
Interest Rate Derivatives
Heath, Jarrow and Morton
Portfolio Management
Value at Risk
Credit Risk
RiskMetrics and CreditMetrics
CrashMetrics
Derivatives F**k Ups
Finite-difference Methods for One-factor Models
Monte Carlo Simulation and Related Methods
A Trading Game
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