Paul Wilmott on Quantitative Finance [Hardback]3 Volume Setby Paul Wilmott
In stock, usually dispatched within 24 hours Description of Paul Wilmott on Quantitative FinanceThe 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 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. Â 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
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
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.
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Write a review of this book About Paul WilmottPaul 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. Contents of Paul Wilmott on Quantitative Finance1. Products and Markets2. Derivatives 3. The Random Behavior of Assets 4. Elementary Stochastic Calculus 5. The Black-Scholes Model 6. Partial Differential Equations 7. The Black-Scholes Formulae and the 'Greeks' 8. Simple Generalizations of the Black-Scholes World 9. Early Exercise and American Options 10. Probability Density Functions and First Exit Times 11. Multi-asset Options 12. How to Delta Hedge 13. Fixed-income Products and Analysis: Yield, Duration and Convexity 14. Swaps 15. The Binomial Model 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling 18. Portfolio Management 19. Value at Risk 20. Forecasting the Markets? 21. A Trading Game 22. An Introduction to Exotic and Path-dependent Options 23. Barrier Options 24. Strongly Path-dependent Options 25. Asian Options 26. Lookback Options 27. Derivatives and Stochastic Control 28. Miscellaneous Exotics 29. Equity and FX Term Sheets 30. One-factor Interest Rate Modeling 31. Yield Curve Fitting 32. Interest Rate Derivatives 33. Convertible Bonds 34. Mortgage-backed Securities 35. Multi-factor Interest Rate Modeling 36. Empirical Behavior of the Spot Interest Rate 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 38. Fixed Income Term Sheets 39. Value of the Firm and the Risk of Default 40. Credit Risk 41. Credit Derivatives 42. RiskMetrics and CreditMetrics 43. CrashMetrics 44. Derivatives **** Ups 45. Financial Modeling 46. Defects in the Black-Scholes Model 47. Discrete Hedging 48. Transaction Costs 49. Overview of Volatility Modeling 50. Volatility Smiles and Surfaces 51. Stochastic Volatility 52. Uncertain Parameters 53. Empirical Analysis of Volatility 54. Stochastic Volatility and Mean-variance Analysis 55. Asymptotic Analysis of Volatility 56. Volatility Case Study: The Cliquet Option 57. Jump Diffusion 58. Crash Modeling 59. Speculating with Options 60. Static Hedging 61. The Feedback Effect of Hedging in Illiquid Markets 62. Utility Theory 63. More About American Options and Related Matters 64. Advanced Dividend Modeling 65. Serial Autocorrelation in Returns 66. Asset Allocation in Continuous Time 67. Asset Allocation Under Threat Of A Crash 68. Interest-rate Modeling Without Probabilities 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd 70. Extensions to the Non-probabilistic Interest-rate Model 71. Modeling Inflation 72. Energy Derivatives 73. Real Options 74. Life Settlements and Viaticals 75. Bonus Time 76. Overview of Numerical Methods 77. Finite-difference Methods for One-factor Models 78. Further Finite-difference Methods for One-factor Models 79. Finite-difference Methods for Two-factor Models 80. Monte Carlo Simulation and Related Methods 81. Numerical Integration and Simulation Methods 82. Finite-difference Programs 83. Monte Carlo Programs A. All the Math You Need - and No More (An Executive Summary) |
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