| Description |
xx, 521 pages : illustrations ; 25 cm |
|
4 3/4 in |
| Contents |
1. Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures -- 2. Derivatives -- 3. Predicting the Markets? A Small Digression -- 4. All the Math You Need ... and No More (An Executive Summary) -- 5. The Binomial Model -- 6. The Random Behavior of Assets -- 7. Elementary Stochastic Calculus -- 8. The Black-Scholes Model -- 9. Partial Differential Equations -- 10. The Black-Scholes Formulas and the 'Greeks' -- 11. Multi-Asset Options -- 12. An Introduction to Exotic and Path-Dependent Options -- 13. Barrier Options -- 14. Fixed-Income Products and Analysis: Yield, Duration and Convexity -- 15. Swaps -- 16. One-Factor Interest Rate Modeling -- 17. Interest Rate Derivatives -- 18. Heath, Jarrow and Morton -- 19. Portfolio Management -- 20. Value at Risk -- 21. Credit Risk -- 22. RiskMetrics and CreditMetrics -- 23. CrashMetrics -- 24. Derivatives Ups -- 25. Finite-Difference Methods for One-Factor Models -- 26. Monte Carlo Simulation and Related Methods |
|
App. A. A Trading Game -- App. B. What You Get If (When) You Upgrade . |
| Related To |
Issued with: Wilmott, Paul CD to accompany Paul Wilmott introduces quantitative finance |
| Issued With |
Wilmott, Paul CD to accompany Paul Wilmott introduces quantitative finance |
| Notes |
Accompanying CD-ROM catalogued separately |
| Bibliography |
Includes bibliographical references (pages [491]-506) and index |
| Notes |
System requirements for accompanying computer optical disc: PC with Windows and Microsoft Excel |
| Subject |
Finance -- Mathematical models.
|
|
Options (Finance) -- Mathematical models.
|
|
Options (Finance) -- Prices -- Mathematical models.
|
| Author |
MyiLibrary.
|
| LC no. |
00068514 |
| ISBN |
0471498629 (paperback: alk. paper) |
|
