Frequently asked questions in quantitative finance: including key models, important formulæ, 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
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Bibliographische Detailangaben
1. Verfasser: Wilmott, Paul (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Chichester, U.K. Wiley 2009
Ausgabe:2nd ed
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Includes bibliographical references and index
Quantitative finance timeline -- FAQs -- Financial modelers' manifesto -- Essays -- Commonest mistakes in quantitative finance -- The most popular probability distributions -- Twelve different ways to derive Black-Scholes -- Models and equations -- Black-Scholes and Greeks -- Common contracts -- Popular quant books -- Popular word search -- Brainteasers -- Paul & Dominic's guide to getting a quant job -- Certificate in quantitative finance
Paul Wilmott, London UK is a researcher, consultant and lecturer in quantitative finance. He is founder of Wilmott Associates, a financial consultancy and training firm, from. which he publishes Wilmott magazine. He is one of the world's leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from t
Beschreibung:1 Online-Ressource (xiv, 608 pages)
ISBN:9780470682753
0470682752
9780470748756
0470748753

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