Paul Wilmott Introduces Quantitative Finance

Name: Paul Wilmott Introduces Quantitative Finance
Price: 26.7 USD
Availability: InStock
ISBN: 9780471498629

ISBN-10: 0471498629

ISBN-13: 9780471498629

Edition: 2nd 2001

Authors: Paul Wilmott

List price: $69.95

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Description:

Adapted from Paul Wilmott on Quantitative Finance, this text aims to deliver an explanation and exposition of derivatives with related financial products and techniques to university students.

Book details

List price: $69.95
Edition: 2nd
Copyright year: 2001
Publisher: John Wiley & Sons, Incorporated
Publication date: 6/25/2001
Binding: Paperback
Pages: 544
Size: 7.25" wide x 9.75" long x 1.25" tall
Weight: 2.288
Language: English



Preface


Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures


Derivatives


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'


Multi-Asset Options


An Introduction to Exotic and Path-Dependent Options


Barrier Options


Fixed-Income Products and Analysis: Yield, Duration and Convexity


Swaps


One-Factor Interest Rate Modeling


Interest Rate Derivatives


Heath, Jarrow and Morton


Portfolio Management


Value at Risk


Credit Risk


RiskMetrics and CreditMetrics


CrashMetrics


Derivatives Ups


Finite-Difference Methods for One-Factor Models


Monte Carlo Simulation and Related Methods


A Trading Game


What You Get If (When) You Upgrade ... Contents of the CD


Bibliography


Index