Paul Wilmott on Quantitative Finance, 3 Volume Set

Paul Wilmott on Quantitative Finance, 3 Volume Set by Paul Wilmott

Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

"..a very good first textbook on quantitative finance, especially, not only, for mathematics who need introducing into finance". Zentralblatt MATT May 2008 "...a very good first textbook on quantitative finance, especially, not only, for mathematics who need introducing into finance".Zentralblatt MATT May 2008

Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world's leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style.

SKU	Nicht verfügbar
ISBN 13	9780470018705
ISBN 10	0470018704
Titel	Paul Wilmott on Quantitative Finance, 3 Volume Set
Autor	Paul Wilmott
Buchzustand	Nicht verfügbar
Bindungsart	Multiple-component retail product, part(s) enclosed
Verlag	John Wiley & Sons Inc
Erscheinungsjahr	2006-01-20
Seitenanzahl	1500
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar