Paul Wilmott on Quantitative Finance 2V Set
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- Wiley
More About This Title Paul Wilmott on Quantitative Finance 2V Set
English
Volume 1
1. Products and Markets.
2. 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. The Binomial Model.
13. Predicting the Markets?
14. The Trading Game.
15. An Introduction to Exotic and Path-dependent Options.
16. Barrier Options.
17. Strongly Path-dependent Options.
18. Asian Options.
19. Lookback Options.
20. Derivatives and Stochastic Control.
21. Miscellaneous Exotics.
22. Defects of the Black-Scholes Model.
23. Discrete Hedging.
24. Transaction Costs.
25. Volatility Smiles and Surfaces.
26. Stochastic Volatility.
27. Uncertain Parameters.
28. Empirical Analysis of Volatility.
29. Jump Diffusion.
30. Crash Modeling.
31. Speculating With Options.
32. Static Hedging.
33. The Feedback Effect of Hedging in Illiquid Markets.
34. Utility Theory.
35. More About American Options and Related Matters.
36. Stochastic Volatility and Mean-variance Analysis.
37. Advanced Dividend Modeling.
Volume 2
38. Fixed-income Products and Analysis: Yield, Duration and Convexity.
39. Swaps.
40. One-factor Interest Rate Modeling.
41. Yield Curve Fitting.
42. Interest Rate Derivatives.
43. Convertible Bonds.
44. Mortgage-backed Securities.
45. Multi-factor Interest Rate Modeling .
46. Empirical Behavior of the Spot Interest Rate.
47. Heath, Jarrow and Morton.
48. Interest-rate Modeling Without Probabilities.
49. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model.
50. Extensions to the Non-probabilistic Interest-rate Model.
51. Portfolio Management.
52. Asset Allocation in Continuous Time.
53. Value at Risk.
54. Value of the Firm and the Risk of Default.
55. Credit Risk.
56. Credit Derivatives.
57. RiskMetrics and CreditMetrics.
58. CrashMetrics.
59. Derivatives **** Ups.
60. Bonus Time.
61. Real Options.
62. Energy Derivatives.
63. Finite-difference Methods for One-factor Models.
64. Further Finite-difference Methods for One-factor Models.
65. Finite-difference Methods for Two-factor Models.
66. Monte Carlo Simulation and Related Methods.
67. Finite-difference Programs.
Appendix: All the Math You Need ... and No More (An Executive Summary).
1. Products and Markets.
2. 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. The Binomial Model.
13. Predicting the Markets?
14. The Trading Game.
15. An Introduction to Exotic and Path-dependent Options.
16. Barrier Options.
17. Strongly Path-dependent Options.
18. Asian Options.
19. Lookback Options.
20. Derivatives and Stochastic Control.
21. Miscellaneous Exotics.
22. Defects of the Black-Scholes Model.
23. Discrete Hedging.
24. Transaction Costs.
25. Volatility Smiles and Surfaces.
26. Stochastic Volatility.
27. Uncertain Parameters.
28. Empirical Analysis of Volatility.
29. Jump Diffusion.
30. Crash Modeling.
31. Speculating With Options.
32. Static Hedging.
33. The Feedback Effect of Hedging in Illiquid Markets.
34. Utility Theory.
35. More About American Options and Related Matters.
36. Stochastic Volatility and Mean-variance Analysis.
37. Advanced Dividend Modeling.
Volume 2
38. Fixed-income Products and Analysis: Yield, Duration and Convexity.
39. Swaps.
40. One-factor Interest Rate Modeling.
41. Yield Curve Fitting.
42. Interest Rate Derivatives.
43. Convertible Bonds.
44. Mortgage-backed Securities.
45. Multi-factor Interest Rate Modeling .
46. Empirical Behavior of the Spot Interest Rate.
47. Heath, Jarrow and Morton.
48. Interest-rate Modeling Without Probabilities.
49. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model.
50. Extensions to the Non-probabilistic Interest-rate Model.
51. Portfolio Management.
52. Asset Allocation in Continuous Time.
53. Value at Risk.
54. Value of the Firm and the Risk of Default.
55. Credit Risk.
56. Credit Derivatives.
57. RiskMetrics and CreditMetrics.
58. CrashMetrics.
59. Derivatives **** Ups.
60. Bonus Time.
61. Real Options.
62. Energy Derivatives.
63. Finite-difference Methods for One-factor Models.
64. Further Finite-difference Methods for One-factor Models.
65. Finite-difference Methods for Two-factor Models.
66. Monte Carlo Simulation and Related Methods.
67. Finite-difference Programs.
Appendix: All the Math You Need ... and No More (An Executive Summary).
English
"A great achievement that fills a void for everyone who uses charts. Bulkowski has taken an intelligent and thoughtful approach to producing a practical guide to evaluating chart formations." -(Perry Kaufman, author of Trading Systems and Methods, 3rd Edition)
"Not since Edwards and Magee has someone put together so comprehensive an assemblage of market behavior expressed graphically. That you also get a solid statistical assessment of the results of these chart formations is an unexpected and invaluable bonus. No chartist should be without this book."-(John Sweeney, Interim Editor, Technical Analysis of Stocks & Commodities)
"Encyclopedia of Chart Patterns is a book I have wanted to see published for many years. It brings together the patterns found in many diverse charting methods and adds the valuable dimension of performance statistics, trading tactics, and behavioral characteristics of each pattern. It is a valuable contribution to existing literature on charting and should be considered an indispensable reference by any serious chart trader."-(Edward D. Dobson, President, Traders Press, Inc.)
"Having worn out my 1948 first edition of Edwards and Magee's Technical Analysis of Stock Trends, I thought I knew a lot about chart patterns. Thomas Bulkowski's Encyclopedia of Chart Patterns showed me how much more there is to learn. Meticulously researched, complete, and insightful, the Encyclopedia has earned a permanent place on my trading desk as a highly valued resource."-(Thomas A. Bierovic, Manager, Strategy Testing & Development, Omega Research, Inc.)
"A great achievement that fills a void for everyone who uses charts. Bulkowski has taken an intelligent and thoughtful approach to producing a practical guide to evaluating chart formations." -(Perry Kaufman, author of Trading Systems and Methods, 3rd Edition)
"Not since Edwards and Magee has someone put together so comprehensive an assemblage of market behavior expressed graphically. That you also get a solid statistical assessment of the results of these chart formations is an unexpected and invaluable bonus. No chartist should be without this book."-(John Sweeney, Interim Editor, Technical Analysis of Stocks & Commodities)
"Encyclopedia of Chart Patterns is a book I have wanted to see published for many years. It brings together the patterns found in many diverse charting methods and adds the valuable dimension of performance statistics, trading tactics, and behavioral characteristics of each pattern. It is a valuable contribution to existing literature on charting and should be considered an indispensable reference by any serious chart trader."-(Edward D. Dobson, President, Traders Press, Inc.)
"Having worn out my 1948 first edition of Edwards and Magee's Technical Analysis of Stock Trends, I thought I knew a lot about chart patterns. Thomas Bulkowski's Encyclopedia of Chart Patterns showed me how much more there is to learn. Meticulously researched, complete, and insightful, the Encyclopedia has earned a permanent place on my trading desk as a highly valued resource."-(Thomas A. Bierovic, Manager, Strategy Testing & Development, Omega Research, Inc.)
"Not since Edwards and Magee has someone put together so comprehensive an assemblage of market behavior expressed graphically. That you also get a solid statistical assessment of the results of these chart formations is an unexpected and invaluable bonus. No chartist should be without this book."-(John Sweeney, Interim Editor, Technical Analysis of Stocks & Commodities)
"Encyclopedia of Chart Patterns is a book I have wanted to see published for many years. It brings together the patterns found in many diverse charting methods and adds the valuable dimension of performance statistics, trading tactics, and behavioral characteristics of each pattern. It is a valuable contribution to existing literature on charting and should be considered an indispensable reference by any serious chart trader."-(Edward D. Dobson, President, Traders Press, Inc.)
"Having worn out my 1948 first edition of Edwards and Magee's Technical Analysis of Stock Trends, I thought I knew a lot about chart patterns. Thomas Bulkowski's Encyclopedia of Chart Patterns showed me how much more there is to learn. Meticulously researched, complete, and insightful, the Encyclopedia has earned a permanent place on my trading desk as a highly valued resource."-(Thomas A. Bierovic, Manager, Strategy Testing & Development, Omega Research, Inc.)
"A great achievement that fills a void for everyone who uses charts. Bulkowski has taken an intelligent and thoughtful approach to producing a practical guide to evaluating chart formations." -(Perry Kaufman, author of Trading Systems and Methods, 3rd Edition)
"Not since Edwards and Magee has someone put together so comprehensive an assemblage of market behavior expressed graphically. That you also get a solid statistical assessment of the results of these chart formations is an unexpected and invaluable bonus. No chartist should be without this book."-(John Sweeney, Interim Editor, Technical Analysis of Stocks & Commodities)
"Encyclopedia of Chart Patterns is a book I have wanted to see published for many years. It brings together the patterns found in many diverse charting methods and adds the valuable dimension of performance statistics, trading tactics, and behavioral characteristics of each pattern. It is a valuable contribution to existing literature on charting and should be considered an indispensable reference by any serious chart trader."-(Edward D. Dobson, President, Traders Press, Inc.)
"Having worn out my 1948 first edition of Edwards and Magee's Technical Analysis of Stock Trends, I thought I knew a lot about chart patterns. Thomas Bulkowski's Encyclopedia of Chart Patterns showed me how much more there is to learn. Meticulously researched, complete, and insightful, the Encyclopedia has earned a permanent place on my trading desk as a highly valued resource."-(Thomas A. Bierovic, Manager, Strategy Testing & Development, Omega Research, Inc.)
