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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.…mehr

Produktbeschreibung
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.

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, D ausgeliefert werden.

  • Produktdetails
  • Verlag: John Wiley & Sons
  • Seitenzahl: 544
  • Erscheinungstermin: 11.01.2007
  • Englisch
  • ISBN-13: 9780470065372
  • Artikelnr.: 37290007
Autorenporträt
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 the proprietor of an innovative magazine on quantitative finance and a highly popular community website (www.wilmott.com). He is the principal of the financial consultancy and training firm, Wilmott Associates, and the Course Director for the Certificate in Quantitative Finance. He has researched and published widely on financial engineering.
Inhaltsangabe
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 Formulæ 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 Carlo 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.