Paul Wilmott Introduces Quantitative Finance +CD
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More About This Title Paul Wilmott Introduces Quantitative Finance +CD
English
PAUL WILLMOTT, described by the Financial Times as 'cult derivatives lecturer,' is one of the world's leading experts on quantitative finance and derivatives.
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
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
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.
Appendix A: A Trading Game.
Appendix B: What You Get If (When) You Upgrade ...
Contents of the CD.
Bibliography.
Index.
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.
Appendix A: A Trading Game.
Appendix B: What You Get If (When) You Upgrade ...
Contents of the CD.
Bibliography.
Index.
