Wilmott Paul Wilmott Introduces Quantitative Finance

1. Auflage 2007
ISBN: 978-0-470-06537-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 544 Seiten, E-Book

In this updated student edition, Paul Wilmott updates and extendshis earlier classic, Derivatives: The Theory and Practice ofFinancial Engineering. Included on CD are numerous Bloombergscreen dumps to illustrate, in real terms, the points raised in thebook, along with essential Visual basic code, spreadsheetexplanations of the models, and the reproduction of term sheets andoption classification tables. The author presents all the currentfinancial theories in a manner designed to make them easy tounderstand and implement.
Note: CD-ROM/DVD and other supplementary materials arenot included as part of eBook file.

Autoren/Hrsg.

Wilmott, Paul

Inhaltsverzeichnis

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 andConvexity.
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.

Über Autor(innen)

PAUL WILLMOTT, described by the Financial Times as 'cultderivatives lecturer,' is one of the world's leading experts onquantitative finance and derivatives.
He is proprietor of an innovative magazine on quantitative financeand principal of the financial consultancy and training firm,Wilmott Associates. He has written and published widely onquantitative finance. See also his personal website