Paul Wilmott

Paul Wilmott Introduces Quantitative Finance

• Broschiertes Buch

Produktbeschreibung

In einem sehr zugänglichen Stil präsentiert sich dieses Werk, mit Illustrationen, Grafiken und Erläuterungen, die dem Leser helfen, sich durch die Mathematik zu arbeiten. Wie bei seinem vorherigen Buch, gibt der Autor den Lesern Antworten zu Problemstellungen.
Paul Wilmott ist einer der weltweit führenden Experten zum Thema quantitative Finanzen und Derivate. Er ist bekannt für seine Kritik an populären Modellen und Konzepten und für seinen außergewöhnlichen und zwanglosen Schreibstil.
Dieser neue Titel wurde herausgegeben, um den bekannten "Hull on Options, Futures and Other Derivatives" herauszufordern und, um das Referenzwerk für Studenten der Finanzwirtschaft zu werden.
Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students.

Produktdetails

• Verlag: Wiley & Sons
• Artikelnr. des Verlages: 14531958000
• 2. Aufl.
• Seitenzahl: 736
• Erscheinungstermin: 29. Juni 2007
• Englisch
• Abmessung: 253mm x 192mm x 43mm
• Gewicht: 1426g
• ISBN-13: 9780470319581
• ISBN-10: 0470319585
• Artikelnr.: 22793178

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.