Frequently Asked Questions in Quantitative Finance (BOK)

Paul Wilmott

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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 the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" - Portfolio magazine/Nassim Nicholas Taleb "cult derivatives lecturer" - Financial Times "the finance industry's Mozart" - Sunday

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2009 Forfatter Paul Wilmott
Forlag
Wiley
ISBN 9780470748756
Antall sider 624 Dimensjoner 12,6cm x 17,4cm x 3,2cm
Vekt 788 gram Leverandør Bertram Trading Ltd