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Frequently asked questions in quantitative finance : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more / by Paul Wilmott.
- Format:
- Book
- Author/Creator:
- Wilmott, Paul.
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Investments--Mathematical models.
- Investments.
- Options (Finance)--Mathematical models.
- Options (Finance).
- Physical Description:
- 1 online resource (624 p.)
- Edition:
- 2nd ed.
- Place of Publication:
- New York : Wiley, 2009.
- Language Note:
- English
- Summary:
- Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd
- Contents:
- Frequently Asked Questions In Quantitative Finance; Contents; Preface to the Second Edition; Preface to the First Edition; 1 The Quantitative Finance Timeline; 2 FAQs; 3 The Financial Modelers' Manifesto; 4 Essays; 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; 6 The Most Popular Probability Distributions and Their Uses in Finance; 7 Twelve Different Ways to Derive Black-Scholes; 8 Models and Equations; 9 The Black-Scholes Formulæ and the Greeks; 10 Common Contracts; 11 Popular Quant Books
- 12 The Most Popular Search Words and Phrases on Wilmott.com 13 Brainteasers; 14 Paul & Dominic's Guide to Getting a Quant Job; Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786612483097
- 9781282483095
- 1282483099
- 9780470685143
- 047068514X
- 9780470682753
- 0470682752
- OCLC:
- 593240044
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