Paul Wilmott on Quantitative Finance

Paul Wilmott

Editore: John Wiley & Sons, 2006
ISBN 10: 0470018704 / ISBN 13: 9780470018705
Usato / Hardcover / Quantità: 0
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Riassunto: 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.

From the Back Cover: The first volume of Paul Wilmott On Quantitative Finance Second Edition, MATHEMATICAL AND FINANCIAL FOUNDATIONS; BASIC THEORY OF DERIVATIVES; RISK AND RETURN.

In this volume 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.

Key chapters in this volume are

  • The Random Behavior of Assets
  • The Black-Scholes Model
  • The Black-Scholes Formulae and the â??Greeksâ??
  • Early Exercise and American Options
  • How to Delta Hedge
  • Fixed-income Products and Analysis: Yield, Duration and Convexity
  • Swaps
  • The Binomial Model
  • How Accurate is the Normal Approximation?
  • Investment Lessons from Blackjack and Gambling

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 â?? in cartoon form, readers will be relieved to hear â?? to personally highlight and explain the key sections and issues discussed.

 

The second volume of Paul Wilmott On Quantitative Finance Second Edition, EXOTIC CONTRACTS AND PATH DEPENDENCY; FIXED INCOME MODELING AND DERIVATIVES; CREDIT RISK. I

n this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets.

Key chapters in this volume are

An Introduction to Exotic and Path-dependent Options

  • Derivatives and Stochastic Control
  • Equity and FX Term Sheets
  • One-factor Interest Rate Modeling
  • Empirical Behavior of the Spot Interest Rate
  • The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models
  • Fixed Income Term Sheets
  • Value of the Firm and the Risk of Default
  • Credit Risk
  • CrashMetrics
  • Derivatives **** Ups

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 â?? in cartoon form, readers will be relieved to hear â?? to personally highlight and explain the key sections and issues discussed.

The third volume of Paul Wilmott On Quantitative Finance Second Edition, 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.

Key chapters in this volume are

  • Defects in the Black-Scholes Model
  • Overview of Volatility Modeling
  • Volatility Smiles and Surfaces
  • Stochastic Volatility
  • Uncertain Parameters
  • Empirical Analysis of Volatility
  • Stochastic Volatility and Mean-variance Analysis
  • Volatility Case Study: The Cliquet Option
  • Crash Modeling
  • Static Hedging
  • Interest-rate Modeling Without Probabilities
  • Modeling Inflation
  • Energy Derivatives
  • Real Options
  • Life Settlements and Viaticals
  • Finite-difference Methods for One-factor Models
  • Monte Carlo Simulation and Related Methods
  • Numerical Integration and Simulation Methods
  • Finite-difference Programs
  • Monte Carlo Programs

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 â?? in cartoon form, readers will be relieved to hear â?? to personally highlight and explain the key sections and issues discussed.

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

Dati bibliografici

Titolo: Paul Wilmott on Quantitative Finance
Casa editrice: John Wiley & Sons
Data di pubblicazione: 2006
Legatura: Hardcover
Condizione libro: New
Edizione: 2nd Edition.

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Paul Wilmott
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ISBN 10: 0470018704 ISBN 13: 9780470018705
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Descrizione libro Wiley, 2006. Hardcover. Condizione libro: Acceptable. Slip case cracked. Item is intact, but may show shelf wear. Pages may include notes and highlighting. May or may not include supplemental or companion material. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Codice libro della libreria mon0001181984

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Descrizione libro John Wiley and#38; Sons, 2006. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470018705

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780470018705

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Descrizione libro Wiley 2006-01-20, Chichester, 2006. hardback. Condizione libro: New. Codice libro della libreria 9780470018705

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780470018705

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Descrizione libro John Wiley & Sons Inc, 2006. Hardcover. Condizione libro: Brand New. 2nd edition. 1500 pages. 10.50x8.00x4.25 inches. In Stock. Codice libro della libreria __0470018704

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