MARC details
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03102nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20241128205032.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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241128b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470319581 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332 |
| Item number |
WIL |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Wilmott, Paul |
| 245 ## - TITLE STATEMENT |
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| Title |
Paul Wilmott introduces quantitative finance |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
John Wiley & Sons, Inc., |
| Place of publication, distribution, etc. |
Hoboken |
| Date of publication, distribution, etc. |
2007 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxiv, 695 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
USD |
| Price amount |
100.00 |
| 500 ## - GENERAL NOTE |
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| General note |
Table of content:<br/>Preface xxiii<br/><br/>1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 1<br/><br/>2 Derivatives 27<br/><br/>3 The Binomial Model 59<br/><br/>4 The Random Behavior of Assets 95<br/><br/>5 Elementary Stochastic Calculus 117<br/><br/>6 The Black–Scholes Model 139<br/><br/>7 Partial Differential Equations 157<br/><br/>8 The Black–Scholes Formulæ and the ‘Greeks’ 169<br/><br/>9 Overview of Volatility Modeling 203<br/><br/>10 How to Delta Hedge 225<br/><br/>11 An Introduction to Exotic and Path-dependent Options 247<br/><br/>12 Multi-asset Options 271<br/><br/>13 Barrier Options 287<br/><br/>14 Fixed-income Products and Analysis: Yield, Duration and Convexity 319<br/><br/>15 Swaps 349<br/><br/>16 One-factor Interest Rate Modeling 359<br/><br/>17 Yield Curve Fitting 373<br/><br/>18 Interest Rate Derivatives 383<br/><br/>19 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 403<br/><br/>20 Investment Lessons from Blackjack and Gambling 423<br/><br/>21 Portfolio Management 441<br/><br/>22 Value at Risk 459<br/><br/>23 Credit Risk 473<br/><br/>24 RiskMetrics and CreditMetrics 495<br/><br/>25 CrashMetrics 505<br/><br/>26 Derivatives **** Ups 527<br/><br/>27 Overview of Numerical Methods 541<br/><br/>28 Finite-difference Methods for One-factor Models 549<br/><br/>29 Monte Carlo Simulation 581<br/><br/>30 Numerical Integration 605<br/><br/>A All the Math You Need. . . and No More (An Executive Summary) 617<br/><br/>B Forecasting the Markets? A Small Digression 627<br/><br/>C A Trading Game 643<br/><br/>D Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition 649<br/><br/>E What you get if (when) you upgrade to PWOQF2 653<br/><br/>Bibliography 659<br/><br/>Index 683<br/>[https://www.wiley.com/en-us/Paul+Wilmott+Introduces+Quantitative+Finance%2C+2nd+Edition-p-9781118836798#tableofcontents-section] |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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.<br/><br/>(https://www.wiley.com/en-us/Paul+Wilmott+Introduces+Quantitative+Finance%2C+2nd+Edition-p-9781118836798) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance) -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance) -- Prices -- Mathematical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |