Paul Wilmott on Quantitative Finance

Paul Wilmott on Quantitative Finance
Автор
 
Год
 
Страниц
 
1500
ISBN
 
ISBN10:0470018704
Издатель
 
Wiley

Описание:

Книга Paul Wilmott on Quantitative Finance (3 Volume Set) Paul Wilmott on Quantitative Finance (3 Volume Set)Книги Экономика Автор: Paul Wilmott Год издания: 2006 Формат: pdf Издат.:Wiley Страниц: 1500 Размер: 12,8 Мб ISBN: 0470018704 Язык: Английский0 (голосов: 0) Оценка:Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return.The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit RiskIn this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs.In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed.

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