Paul Wilmott

Quantitative Finance

Baffins Lane 2001, John Wiley and Sons Ltd., s. 521, okładka miękka, płyta CD w kopercie

Stan książki jest bardzo dobry z minusem (niewielkie zagięcia rogów okładki)

Spis treści

1. Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures

2. Derivates

3. Predicting the Markets? A Small Digression

4. All the Math You need... and no more (An Executive Summary)

5. The Biominal Model

6. The Random Behavior of Assets

7. Elementary Stochastic Calculuc

8. The Black-Scholes Models

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 Modeling

17. Interest Rate Derivatives

18. Heath, Jarrow and Morton

19. Portfolio Management

20. Value at Risk

21. Credit Risk

22. RiskMetrics and CreditM0etrics

23. CrashMetrisc

24. Derivatives ***Ups

25. Finite-Difference Methods for One-Factor Models

26. Monte Carlo Simulation and Related Methods

Appendix A: Trading Game

Appendix B: What You Get If (When) You Upgrade...

Contents of the CD

Bibliography

Index