Frequently asked questions in quantitative finance
including key models, important formul�, 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
Wilmott, Paul.
creator
text
bibliography
Electronic books.
enk
Chichester, U.K
Wiley
2009
2nd ed.
monographic
eng
1 online resource (xiv, 608 p.) : col. ill.
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.
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.
Includes bibliographical references and index.
Finance
Mathematical models
Investments
Mathematical models
Options (Finance)
Mathematical models
BUSINESS & ECONOMICS
Investments & Securities
General
HG4515.2 .W55 2009eb
332.601/5118
Frequently asked questions in quantitative finance
Wilmott, Paul.
Chichester, U.K. : Wiley, 2009
2nd ed.
(DLC) 2009027978
(OCoLC)359673782
9780470682753 (electronic bk.)
0470682752 (electronic bk.)
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=310216
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=310216
N$T
100402
20140120113127.0
ocn593240044
eng