Paul Wilmott (Wilmott Associates Director)

Frequently Asked Questions in Quantitative Finance

• Broschiertes Buch

Produktbeschreibung

Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough.

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Produktdetails

• Verlag: John Wiley & Sons Inc
• Seitenzahl: 624
• Erscheinungstermin: 25. September 2009
• Englisch
• Abmessung: 174mm x 126mm x 42mm
• Gewicht: 662g
• ISBN-13: 9780470748756
• ISBN-10: 0470748753
• Artikelnr.: 26217427

Autorenporträt

Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" (Portfolio magazine/Nassim Nicholas Taleb), "cult derivatives lecturer" (Financial Times), "the finance industry's Mozart" ( Sunday Business), and "financial mathematics guru" (BBC).

Inhaltsangabe

Preface to the Second Edition x
Preface to the First Edition xiii
1 The Quantitative Finance Timeline 1
2 FAQs 21
3 The Financial Modellers' Manifesto 253
4 Essays 259
5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in
Commonsense for Quants and Risk Managers and the Traders Who Rely on Them
313
6 The Most Popular Probability Distributions and Their Uses in Finance 383
7 Twelve Different Ways to Derive Black-Scholes 401
8 Models and Equations 429
9 The Black-Scholes Formulæ and the Greeks 453
10 Common Contracts 459
11 Popular Quant Books 483
12 The Most Popular Search Words and Phrases on Wilmott.com 497
13 Brainteasers 507
14 Paul & Dominic's Guide to Getting a Quant Job 557
Index 579