skip to content
Paul Wilmott introduces quantitative finance. Preview this item
ClosePreview this item
Checking...

Paul Wilmott introduces quantitative finance.

Author: Paul Wilmott
Publisher: Chichester, West Sussex, England ; Hoboken, NJ : J. Wiley & Sons, 2007.
Edition/Format:   Book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:
Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Paul Wilmott
ISBN: 9780470319581 0470319585
OCLC Number: 85690247
Description: xxiv, 695 p. : ill. ; 25 cm. + 1 CD-ROM (4 3/4 in.)
Contents: Preface. 1. Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures. 2. Derivatives. 3. The Binomial Model. 4. The random Behavior of Assets. 5. Elementary Stochastic Calculus. 6. The Black-Scholes Model. 7. Partial Differential Equations. 8. The Black-Scholes Formula and the 'Greeks'. 9. Overview of Volatility Modeling. 10. How to Delta Hedge. 11. An Introduction to Exotic and Path-dependent Options. 12. Multi-asset Options. 13. Barrier Options. 14. Fixed-income Products and Analysis: Yield, Duration and Convexity. 15. Swaps. 16. One-factor Interest rate Modeling. 17. Yield Curve Fitting. 18. Interest rate Derivatives. 19. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 20. Investment Lessons from Blackjack and Gambling. 21. Portfolio Management. 22. Value at Risk. 23. Credit Risk. 24. RiskMetrics and CreditMetrics. 25. CrashMetrics. 26. Derivatives Ups. 27. Overview of Numerical Methods. 28. Finite-difference Methods for One-factor Models. 29. Monte Carl Simulation. 30. Numerical Integration. A. All the Math You Need...and No More (An Executive Summary). B. Forecasting the Markets? A Small Digression. C. A Trading Game. D. Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition. E. What You get if (when ) you upgrade to PWOQF2. Bibliography. Index.
Other Titles: Quantitative finance
More information:

Abstract:

Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

All user tags (2)

View most popular tags as: tag list | tag cloud

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


<http://www.worldcat.org/oclc/85690247>
library:oclcnum"85690247"
library:placeOfPublication
library:placeOfPublication
library:placeOfPublication
rdf:typeschema:MediaObject
rdf:typeschema:Book
schema:about
schema:about
schema:about
<http://id.worldcat.org/fast/1046902>
rdf:typeschema:Intangible
schema:name"Options (Finance)--Prices--Mathematical models."@en
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:alternateName"Quantitative finance"@en
schema:bookEdition"2nd ed."
schema:creator
schema:datePublished"2007"
schema:description"Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding."@en
schema:exampleOfWork<http://worldcat.org/entity/work/id/1020087>
schema:inLanguage"en"
schema:name"Paul Wilmott introduces quantitative finance."@en
schema:numberOfPages"695"
schema:publication
schema:publisher
schema:workExample
umbel:isLike<http://bnb.data.bl.uk/id/resource/GBA716239>
wdrs:describedby

Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.