Frequently Asked Questions in Quantitative Finance

Valutazione media 4,09
( su 66 valutazioni fornite da Goodreads )
 
9780470748756: Frequently Asked Questions in Quantitative Finance

Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd better know what you are doing, there's now a big responsibility on your shoulders.

In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend.

...And that's what this book is about.

This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulae and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars!

I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!”

FAQQF2...including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" (Portfolio magazine/Nassim Nicholas Taleb), "cult derivatives lecturer" (Financial Times), "the finance industry's Mozart" (Sunday Business), and "financial mathematics guru" (BBC).

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Paul Wilmott
Editore: John Wiley and Sons Ltd, United Kingdom (2011)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Paperback Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2011. Paperback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. Paul Wilmott , London UK is a researcher, consultant and lecturer in quantitative finance. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. 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. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! Paul Wilmott has been called the smartest of the quants, he may be the only smart quant - Portfolio magazine/Nassim Nicholas Taleb cult derivatives lecturer - Financial Times the finance industry s Mozart - Sunday. Codice libro della libreria AAH9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 22,25
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Paul Wilmott
Editore: John Wiley & Sons 2009-09-25 (2009)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Quantità: 5
Da
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons 2009-09-25, 2009. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-GRD-00579895

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 23,17
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,40
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

3.

Paul Wilmott
Editore: John Wiley and Sons Ltd, United Kingdom (2011)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Paperback Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2011. Paperback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. Paul Wilmott , London UK is a researcher, consultant and lecturer in quantitative finance. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. 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. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! Paul Wilmott has been called the smartest of the quants, he may be the only smart quant - Portfolio magazine/Nassim Nicholas Taleb cult derivatives lecturer - Financial Times the finance industry s Mozart - Sunday. Codice libro della libreria AAH9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 27,41
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Wilmott, Paul
Editore: John Wiley and Sons Ltd (2009)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Brossura Quantità: > 20
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, 2009. Condizione libro: New. 2009. 2nd Edition. Paperback. Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. Num Pages: 624 pages, Illustrations. BIC Classification: KFFM. Category: (UU) Undergraduate. Dimension: 177 x 133 x 45. Weight in Grams: 794. . . . . . . Codice libro della libreria V9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,58
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Irlanda a: U.S.A.
Destinazione, tempi e costi

5.

Wilmott, Paul
Editore: John Wiley and#38; Sons (2009)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Quantità: > 20
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2009. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 19,02
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,23
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Paul Wilmott
Editore: John Wiley & Sons
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Paperback Quantità: > 20
Da
THE SAINT BOOKSTORE
(Southport, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons. Paperback. Condizione libro: New. New copy - Usually dispatched within 2 working days. Codice libro della libreria B9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 21,76
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 7,89
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Wilmott, Paul
Editore: John Wiley and Sons Ltd
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Brossura Quantità: > 20
Da
Kennys Bookstore
(Olney, MD, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd. Condizione libro: New. 2009. 2nd Edition. Paperback. Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. Num Pages: 624 pages, Illustrations. BIC Classification: KFFM. Category: (UU) Undergraduate. Dimension: 177 x 133 x 45. Weight in Grams: 794. . . . . . Books ship from the US and Ireland. Codice libro della libreria V9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 30,65
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

8.

Paul Wilmott
Editore: Wiley 2009-09-25, Hoboken, N.J. :|Chichester (2009)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi paperback Quantità: 10
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Wiley 2009-09-25, Hoboken, N.J. :|Chichester, 2009. paperback. Condizione libro: New. Codice libro della libreria 9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 25,09
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,82
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Paul Wilmott
Editore: Wiley (2009)
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Brossura Quantità: 4
Da
Valutazione libreria
[?]

Descrizione libro Wiley, 2009. Condizione libro: New. Codice libro della libreria GH9780470748756

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 29,80
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,99
Da: Germania a: U.S.A.
Destinazione, tempi e costi

10.

Paul P. Wilmott (Director, Wilmott Associates)
Editore: John Wiley and Sons
ISBN 10: 0470748753 ISBN 13: 9780470748756
Nuovi Quantità: > 20
Da
INDOO
(Avenel, NJ, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0470748753

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 30,00
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,95
In U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro