Paul Wilmott Introduces Quantitative Finance
Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures.
Predicting the Markets? A Small Digression.
All the Math You Need ... and No More (An Executive Summary).
The Binomial Model.
The Random Behavior of Assets.
Elementary Stochastic Calculus.
The Black--Scholes Model.
Partial Differential Equations.
The Black--Scholes Formulas and the 'Greeks'.
An Introduction to Exotic and Path-Dependent Options.
Fixed-Income Products and Analysis: Yield, Duration and Convexity.
One-Factor Interest Rate Modeling.
Interest Rate Derivatives.
Heath, Jarrow and Morton.
Value at Risk.
RiskMetrics and CreditMetrics.
Derivatives **** Ups.
Finite-Difference Methods for One-Factor Models.
Monte Carlo Simulation and Related Methods.
Appendix A: A Trading Game.
Appendix B: What You Get If (When) You Upgrade ...
Contents of the CD.
He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website
- This edition is a student edition of Paul Wilmott on Quantitative Finance, featuring the most student-friendly chapters. The remaining chapters (just over half the total extent) will be on a CD.
- Author is very well-known and is held in extremely high regard on the international finance stage.
- Author's style of providing the reader with "answers" to the problems explained has been maintained throughout this expanded work.
- Increased inclusion of Visual Basic codes, spreadsheets and screen dumps focus the content even more towards the professional community allow the wide application of the methods discussed.