Derivatives (Frontiers in Finance Series)

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( 11 valoraciones por GoodReads )
 
9780471983668: Derivatives (Frontiers in Finance Series)
Críticas:

"...A comprehensive reference for generalists wanting to become specialists..." (Electric Light and Power, 2 July 2002)

Reseña del editor:

Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise detail, but Derivatives goes much further. Complex models-such as path dependency, non-probabilistic models, static hedging and quasi-Monte Carlo methods-are introduced and explained to a highly sophisticated level. But theory in itself is not enough, an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets, examples and the inclusion of Visual Basic programs. The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four: deals with models for fixed-income products. Part Five: describes models for risk management and measurement. Part Six: delivers the numerical methods required for implementing the models described in the rest of the book. Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf.

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Wilmott, Paul
Editorial: Wiley
ISBN 10: 0471983667 ISBN 13: 9780471983668
Nuevos PAPERBACK Cantidad: 1
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BennettBooksLtd
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Descripción Wiley. PAPERBACK. Estado de conservación: New. 0471983667 New. Looks like an interesting title, learn more! We provide domestic tracking upon request. We provide personalized customer service and want you to have a great experience purchasing from us. 100% satisfaction guaranteed and thank you for your consideration. Nº de ref. de la librería S-0471983667

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Wilmott, Paul
Editorial: Wiley (1998)
ISBN 10: 0471983667 ISBN 13: 9780471983668
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Descripción Wiley, 1998. Paperback. Estado de conservación: New. Nº de ref. de la librería P110471983667

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Paul Wilmott
Editorial: Wiley (1998)
ISBN 10: 0471983667 ISBN 13: 9780471983668
Nuevos Paperback Cantidad: 1
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Ergodebooks
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Descripción Wiley, 1998. Paperback. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0471983667

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