Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
He is the proprietor of an innovative magazine on quantitative finance and a highly popular community website (www.wilmott.com). He is the principal of the financial consultancy and training firm, Wilmott Associates, and the Course Director for the Certificate in Quantitative Finance. He has researched and published widely on financial engineering.
Preface | |
Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures | |
Derivatives | |
The Binomial Model | |
The random Behavior of Assets | |
Elementary Stochastic Calculus | |
The Black-Scholes Model | |
Partial Differential Equations | |
The Black-Scholes Formul? and the 'Greeks' | |
Overview of Volatility Modeling | |
How to Delta Hedge | |
An Introduction to Exotic and Path-dependent Options | |
Multi-asset Options | |
Barrier Options | |
Fixed-income Products and Analysis: Yield, Duration and Convexity | |
Swaps | |
One-factor Interest rate Modeling | |
Yield Curve Fitting | |
Interest rate Derivatives | |
The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models | |
Investment Lessons from Blackjack and Gambling | |
Portfolio Management | |
Value at Risk | |
Credit Risk | |
RiskMetrics and CreditMetrics | |
CrashMetrics | |
Derivatives Ups | |
Overview of Numerical Methods | |
Finite-difference Methods for One-factor Models | |
Monte Carl Simulation | |
Numerical Integration | |
All the Math You Need...and No More (An Executive Summary) | |
Forecasting the Markets? A Small Digression | |
A Trading Game | |
Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition | |
What You get if (when ) you upgrade to PWOQF2 | |
Bibliography | |
Index | |
Table of Contents provided by Publisher. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.