Paul Wilmott on Quantitative Finance

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9780470018705: Paul Wilmott on Quantitative Finance
Review:

"...a very good first textbook on quantitative finance, especially, not only, for mathematics who need introducing into finance". Zentralblatt MATT May 2008 "...a very good first textbook on quantitative finance, especially, not only, for mathematics who need introducing into finance".Zentralblatt MATT May 2008

From the Publisher:

"Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. 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 Risk". In 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. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file.

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Wilmott, Paul
Editorial: John Wiley and#38; Sons (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
Nuevos Cantidad: > 20
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Descripción John Wiley and#38; Sons, 2006. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470018705

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Wilmott, Paul
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Descripción Estado de conservación: New. Nº de ref. de la librería 3460947-n

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Wilmott, Paul
Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. 262 x 200 mm. Language: English . Brand New Book. Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. 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 Risk . In 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. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. Nº de ref. de la librería AAH9780470018705

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4.

Wilmott, Paul
Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
Nuevos Tapa dura Cantidad: 10
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The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. 262 x 200 mm. Language: English . Brand New Book. Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. 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 Risk . In 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. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. Nº de ref. de la librería AAH9780470018705

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Wilmott, Paul
Editorial: Wiley (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Ergodebooks
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Descripción Wiley, 2006. Hardcover. Estado de conservación: New. 2. Nº de ref. de la librería DADAX0470018704

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Wilmott, Paul
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Descripción 2006. Boxed Set. Estado de conservación: New. 2nd. 181mm x 104mm x 286mm. Boxed Set. "Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 1500 pages. 4.028. Nº de ref. de la librería 9780470018705

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Wilmott, Paul
Editorial: Wiley (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Irish Booksellers
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Descripción Wiley, 2006. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470018704

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Wilmott, Paul
ISBN 10: 0470018704 ISBN 13: 9780470018705
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Descripción 2006. Hardback. Estado de conservación: NEW. 9780470018705 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0846130

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Wilmott, Paul
Editorial: John Wiley & Sons Inc (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
Nuevos Tapa dura Cantidad: 2
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Revaluation Books
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Descripción John Wiley & Sons Inc, 2006. Hardcover. Estado de conservación: Brand New. 2nd edition. 1500 pages. 10.50x8.00x4.25 inches. In Stock. Nº de ref. de la librería __0470018704

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Wilmott, Paul
Editorial: Wiley (2006)
ISBN 10: 0470018704 ISBN 13: 9780470018705
Nuevos Tapa dura Cantidad: 1
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Book Deals
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Descripción Wiley, 2006. Estado de conservación: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! 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. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives **** Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need. and No More (An Executive Summary). Nº de ref. de la librería ABE_book_new_0470018704

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