Paul Wilmott on Quantitative Finance

Author: Paul Wilmott
Publisher: John Wiley & Sons
ISBN: 9781118836835
Release Date: 2013-10-25
Genre: Business & Economics

Paul Wilmott on Quantitative Finance, Second Editionprovides a thoroughly updated look at derivatives and financialengineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; BasicTheory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools andfinancial concepts needed to understand quantitative finance,portfolio management and derivatives. Parallels are drawn betweenthe respectable world of investing and the not-so-respectable worldof gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed IncomeModeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochasticmathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods andPrograms. In this volume the reader enters territory rarely seen intextbooks, the cutting-edge research. Numerical methods are alsointroduced so that the models can now all be accurately and quicklysolved. Throughout the volumes, the author has included numerousBloomberg screen dumps to illustrate in real terms the points heraises, together with essential Visual Basic code, spreadsheetexplanations of the models, the reproduction of term sheets andoption classification tables. In addition to the practicalorientation of the book the author himself also appears throughoutthe book—in cartoon form, readers will be relieved tohear—to personally highlight and explain the key sections andissues discussed. Note: CD-ROM/DVD and other supplementary materials arenot included as part of eBook file.

Paul Wilmott Introduces Quantitative Finance

Author: Paul Wilmott
Publisher: John Wiley & Sons
ISBN: 9781118836798
Release Date: 2013-10-18
Genre: Business & Economics

Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.

Principles of Quantitative Development

Author: Manoj Thulasidas
Publisher: John Wiley & Sons
ISBN: 9780470745700
Release Date: 2010-08-30
Genre: Business & Economics

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the business groups involved in managing it, bringing together the big picture of how a trade flows through the systems, and the role of a quantitative professional in the organization. The book begins by looking at the need and demand for in-house trading platforms, addressing the current trends in the industry. It then looks at the trade life cycle and its participants, from beginning to end, and then the functions within the front, middle and back office, giving the reader a full understanding and appreciation of the perspectives and needs of each function. The book then moves on to platform design, addressing all the fundamentals of platform design, system architecture, programming languages and choices. Finally, the book focuses on some of the more technical aspects of platform design and looks at traditional and new languages and approaches used in modern quantitative development. The book is accompanied by a CD-ROM, featuring a fully working option pricing tool with source code and project building instructions, illustrating the design principles discussed, and enabling the reader to develop a mini-trading platform. The book is also accompanied by a website http://pqd.thulasidas.com that contains updates and companion materials.

Measure Probability and Mathematical Finance

Author: Guojun Gan
Publisher: John Wiley & Sons
ISBN: 9781118831984
Release Date: 2014-05-05
Genre: Mathematics

An introduction to the mathematical theory and financialmodels developed and used on Wall Street Providing both a theoretical and practical approach to theunderlying mathematical theory behind financial models, Measure,Probability, and Mathematical Finance: A Problem-OrientedApproach presents important concepts and results in measuretheory, probability theory, stochastic processes, and stochasticcalculus. Measure theory is indispensable to the rigorousdevelopment of probability theory and is also necessary to properlyaddress martingale measures, the change of numeraire theory, andLIBOR market models. In addition, probability theory is presentedto facilitate the development of stochastic processes, includingmartingales and Brownian motions, while stochastic processes andstochastic calculus are discussed to model asset prices and developderivative pricing models. The authors promote a problem-solving approach when applyingmathematics in real-world situations, and readers are encouraged toaddress theorems and problems with mathematical rigor. In addition,Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measuretheory, probability theory, stochastic processes, and stochasticcalculus Over 500 problems with hints and select solutions to reinforcebasic concepts and important theorems Classic derivative pricing models in mathematical finance thathave been developed and published since the seminal work of Blackand Scholes Measure, Probability, and Mathematical Finance: AProblem-Oriented Approach is an ideal textbook for introductoryquantitative courses in business, economics, and mathematicalfinance at the upper-undergraduate and graduate levels. The book isalso a useful reference for readers who need to build theirmathematical skills in order to better understand the mathematicaltheory of derivative pricing models.

Advanced Quantitative Finance with C

Author: Alonso Peña, Ph.D.
Publisher: Packt Publishing Ltd
ISBN: 9781782167235
Release Date: 2014-06-25
Genre: Computers

The book takes the reader through a fast but structured crash-course in quantitative finance, from theory to practice. If you are a quantitative analyst, risk manager, actuary, or a professional working in the field of quantitative finance and want a quick hands-on introduction to the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C++ programming language. You should also be acquainted with calculus of undergraduate level.

Cityboy

Author: Geraint Anderson
Publisher:
ISBN: 3492258441
Release Date: 2010
Genre:


Frequently Asked Questions in Quantitative Finance

Author: Paul Wilmott
Publisher: Wiley
ISBN: 0470058269
Release Date: 2007-01-03
Genre: Business & Economics

Paul Wilmott writes, "Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. "Having worked in this field for many years, I have come to appreciate the importance of getting the right balance between mathematics and intuition. Too little maths and you won't be able to make much progress, too much maths and you'll be held back by technicalities. I imagine, but expect I will never know for certain, that getting the right level of maths is like having the right equipment to climb Mount Everest; too little and you won't make the first base camp, too much and you'll collapse in a heap before the top. "Whenever I write about or teach this subject I also aim to get the right mix of theory and practice. Finance is not a hard science like physics, so you have to accept the limitations of the models. But nor is it a very soft science, so without those models you would be at a disadvantage compared with those better equipped. I believe this adds to the fascination of the subject. "This FAQs book looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view. I hope that you will see that finance is just as much fun in practice as in theory, and if you are reading this book to help you with your job interviews, good luck! Let me know how you get on!"

Pascal Fermat und die Berechnung des Gl cks

Author: Keith J. Devlin
Publisher: C.H.Beck
ISBN: 3406590993
Release Date: 2009
Genre: Wahrscheinlichkeitstheorie - Geschichte

Der Autor stellt die Entstehung der Wahrscheinlichkeitsrechnung und den damit verbundenen Wandel des menschlichen Alltagslebens dar.

Risikomanagement

Author: John Hull
Publisher: Pearson Deutschland GmbH
ISBN: 386894043X
Release Date: 2011
Genre: Financial institutional


Financial Darwinism

Author: Leo M. Tilman
Publisher: John Wiley & Sons
ISBN: UOM:39015077128661
Release Date: 2008-11-10
Genre: Business & Economics

In Financial Darwinism, author Leo Tilman lays the groundwork for understanding the new financial order by introducing his evolutionary thesis and then outlines an actionable decision-making framework that enables financial institutions and investors to fully leverage the power of business strategy, corporate finance, investment analysis, and risk management. Financial Darwinism is an invaluable road map to today's financial world and an essential guide to surviving and thriving during these challenging times.

QFinance

Author: Various Authors
Publisher: Bloomsbury USA
ISBN: 1849300003
Release Date: 2009-10-13
Genre: Business & Economics

Compiled by more than 300 of the world's leading professionals, visionaries, writers and educators, this is THE first-stop reference resource and knowledge base for finance. QFINANCE covers an extensive range of finance topics with unique insight, authoritative information, practical guidance and thought-provoking widsom. Unmatched for in-depth content, QFINANCE contains more than 2 million words of text, data analysis, critical summaries and bonus online content. Created by Bloomsbury Publishing in association with the Qatar Financial Centre (QFC) Authority, QFINANCE is the expert reference resource for finance professionals, academics, students, journalists and writers. QFINANCE: The Ultimate Resource Special Features: Best Practice and Viewpoint Essays – Finance leaders, experts and educators address how to resolve the most crucial issues and challenges facing business today. Finance Checklists – Step-by-step guides offer problem-solving solutions including hedging interest-rate risk, governance practices, project appraisal, estimating enterprise value and managing credit ratings. Calculations and Ratios – Essential mathematical tools include how to calculate return on investment, return on shareholders’ equity, working capital productivity, EVA, risk-adjusted rate of return, CAPM, etc. Finance Thinkers and Leaders – Illuminating biographies of 50 of the leading figures in modern finance including Joseph De La Vega, Louis Bachelier, Franco Modigliani, Paul Samuelson, and Myron Scholes Finance Library digests –Summaries of more than 130 key works ranging from “Against the Gods” to “Portfolio Theory & Capital Markets” and “The Great Crash”. Country and Sector Profiles – In-depth analysis of 102 countries and 26 sectors providing essential primary research resource for direct or indirect investment. Finance Information Sources – A select list of the best resources for further information on finance and accounting worldwide, both in print and online, including books, journal articles, magazines, internet, and organizations Finance Dictionary – A comprehensive jargon-free, easy-to-use dictionary of more than 9,000 finance and banking terms used globally. Quotations – More than 2,000 business relevant quotations. Free access to QFinance Online Resources (www.qfinance.com): Get daily content updates, podcasts, online events and use our fully searchable database.