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Paul Wilmott Introduces Quantitative Finance by Paul Wilmott (2007, CD-ROM / Trade Paperback)

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Paul Wilmott Introduces Quantitative Finance, Paperback by Wilmott, Paul, ISBN 0470319585, ISBN-13 9780470319581, Brand New, Free shipping in the US Provides a comprehensive introduction to both traditional and new derivatives and financial engineering techniques. This work includes numerous Bloomberg screen dumps, essential Visual Basic code, spreadsheet explanations of the models, and reproduction of termsheets and option classification models.

About this product

Product Identifiers

PublisherWiley & Sons, Incorporated, John

ISBN-100470319585

ISBN-139780470319581

eBay Product ID (ePID)60616504

Product Key Features

Edition2

Book TitlePaul Wilmott Introduces Quantitative Finance

Number of Pages736 Pages

LanguageEnglish

Publication Year2007

TopicInvestments & Securities / Futures, Finance / Financial Engineering, Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Options

IllustratorYes

GenreBusiness & Economics

TypeTextbook

AuthorPaul Wilmott

Book SeriesThe Wiley Finance Ser.

FormatCD-ROM / Trade Paperback

Dimensions

Item Height1.6 in

Item Weight51.3 Oz

Item Length9.6 in

Item Width7.5 in

Additional Product Features

Intended AudienceTrade

LCCN2007-015893

Dewey Edition22

Number of Volumes1 vol.

Dewey Decimal332

Table Of ContentPreface xxiii 1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 1 2 Derivatives 27 3 The Binomial Model 59 4 The Random Behavior of Assets 95 5 Elementary Stochastic Calculus 117 6 The Black-Scholes Model 139 7 Partial Differential Equations 157 8 The Black-Scholes Formulæ and the 'Greeks' 169 9 Overview of Volatility Modeling 203 10 How to Delta Hedge 225 11 An Introduction to Exotic and Path-dependent Options 247 12 Multi-asset Options 271 13 Barrier Options 287 14 Fixed-income Products and Analysis: Yield, Duration and Convexity 319 15 Swaps 349 16 One-factor Interest Rate Modeling 359 17 Yield Curve Fitting 373 18 Interest Rate Derivatives 383 19 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 403 20 Investment Lessons from Blackjack and Gambling 423 21 Portfolio Management 441 22 Value at Risk 459 23 Credit Risk 473 24 RiskMetrics and CreditMetrics 495 25 CrashMetrics 505 26 Derivatives **** Ups 527 27 Overview of Numerical Methods 541 28 Finite-difference Methods for One-factor Models 549 29 Monte Carlo Simulation 581 30 Numerical Integration 605 A All the Math You Need. . . and No More (An Executive Summary) 617 B Forecasting the Markets? A Small Digression 627 C A Trading Game 643 D Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition 649 E What you get if (when) you upgrade to PWOQF2 653 Bibliography 659 Index 683

SynopsisPaul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding., Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students., Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition , it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding. In praise of Paul Wilmott and his previous works Some people write for fame, some for money. Most academics write books to impress the professor down the corridor so that one day they will be the professor down the corridor everyone is trying to impress. Uniquely, Paul Wilmott writes to inform and educate his readers, to convey ideas, and, most importantly, to show them how to do it . His greatest admirers are his readers. So, instead of endorsements from the great and the good, here are the words of his fans. Their sometimes unique spelling has been retained. I found it to be easily the best book that I have read/worked through on the subject. I thought it might amuse you to know that I think your book got me a job! I d like to say that this is a great book but you already know that! I m a junior derivatives trader in Mexico City. I ve seen your book and I have only one coment: SEXY! Loved your book, which is a breath of fresh air, amongst all those arid derivatives books!! It really is in a class of its own. I have wasted so much money on stupid derivative books which too elementary or way too complicated. Purchased both Quant Finance and Derivatives a couple of days ago. Will not be able to afford steak or wine for weeks as a result. BTW, I want to congratulate you for the best book in Financial Engineering Ive read in the last years. After reading the book I d like to follow one of your courses, but they are way too expensive. Congratulations for your brilliant book. What I like about it is that it has this no-nonsense kind of approach that you d expect in a physics text and it spells out the stuff between the equations . Congratulation to your book Derivatives !!! The way you describe, present, and deliver Derivative knowledge is unique! One can feel your passion on the topic. It s a pleasure to read, study, re-read... Congratulations on a great new book PW on Quant Finance . I bought the DERIVATIVES one but cannot afford this one!! I am fanatical follower of your book Derivatives . You are best and this not flattery. Sorry from my English! We use it for the part of our Banking and Risk Management course and it s much more comprehensive than the books that we have recommended in our study guide. Your book Derivatives: the Theory and Practice of Financial Engineering is the best in the market so far. I shall waste no more precious words but to say that I am very simpathetic to your humor and irony...what most don t always seem to understand: irony is one of the GREAT filters to access knowledge in this world and an elegant one for that matter. your book rocks. Congratulations to the success of your book (I got my copy of it for Christmas). I would like to thank you for writing Derivatives. Derivatives is the Greatest! Thank you, thank you, thank you! Just read the first 7 chapters of Derivatives, and it speaks to me. complete, brilliant and amusing, stimulating for some original ideas and examples, didactically ready to be used by Students; it employs mathematical tools as tools only, not as a target; it is the last but the best book on derivatives in my library. You re book truly struck me as fun, informative and brilliant! Us American would say Awesome Dude!!! I had a course on derivatives and your book was not suggested by the teacher (a stupid teacher). Love you for ever, baby. xxx M, "Paul Wilmott Introduces Quantitative Finance, Second Edition" is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.

LC Classification NumberHG173.W493 2007