
Frequently Asked Questions in Quantitative Finance
Paul Wilmott(Author)
Wiley (Publisher)
1st Edition
Published on 10. November 2006
Book
Paperback/Softback
428 pages
978-0-470-05826-8 (ISBN)
Description
In Frequently Asked Questions in Quantitative Finance, the legendary Paul Wilmott answers challenging questions culled from forums on Wilmott.com and Wilmott's work with students. Presented from a light and entertaining approach, these questions cover almost every aspect of quantitative finance. Other features include a quantitative finance timeline; sections on models, equations, and formulas; and popular distributions. This is the perfect companion for anyone with questions on quantitative finance.
More details
Series
Edition
1., Auflage
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Illustrations
Illustrations
Dimensions
Height: 17.3 cm
Width: 12.9 cm
Weight
394 gr
ISBN-13
978-0-470-05826-8 (9780470058268)
Schweitzer Classification
Person
Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." 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.
Content
Preface.
1 Quantitative Finance Timeline.
2 FAQs.
3 The Most Popular Probability Distributions and Their Uses in Finance.
4 Ten Different Ways to Derive Black Scholes.
5 Models and Equations.
6 The Black Scholes Formula and the Greeks.
7 Common Contracts.
8 Popular Quant Books.
9 The Most Popular Search Words and Phrases on Wilmott.com.
10 Brainteasers.
11 Paul & Dominic's Guide to Getting a Quant Job.
1 Quantitative Finance Timeline.
2 FAQs.
3 The Most Popular Probability Distributions and Their Uses in Finance.
4 Ten Different Ways to Derive Black Scholes.
5 Models and Equations.
6 The Black Scholes Formula and the Greeks.
7 Common Contracts.
8 Popular Quant Books.
9 The Most Popular Search Words and Phrases on Wilmott.com.
10 Brainteasers.
11 Paul & Dominic's Guide to Getting a Quant Job.