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005			20241128205032.0
008			241128b |||||||| |||| 00| 0 eng d
020			_a9780470319581
082			_a332 _bWIL
100			_aWilmott, Paul _917951
245			_aPaul Wilmott introduces quantitative finance
250			_a2nd
260			_bJohn Wiley & Sons, Inc., _aHoboken _c2007
300			_axxiv, 695 p.
365			_aUSD _b100.00
500			_aTable of content: Preface xxiii 1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 1 2 Derivatives 27 3 The Binomial Model 59 4 The Random Behavior of Assets 95 5 Elementary Stochastic Calculus 117 6 The Black–Scholes Model 139 7 Partial Differential Equations 157 8 The Black–Scholes Formulæ and the ‘Greeks’ 169 9 Overview of Volatility Modeling 203 10 How to Delta Hedge 225 11 An Introduction to Exotic and Path-dependent Options 247 12 Multi-asset Options 271 13 Barrier Options 287 14 Fixed-income Products and Analysis: Yield, Duration and Convexity 319 15 Swaps 349 16 One-factor Interest Rate Modeling 359 17 Yield Curve Fitting 373 18 Interest Rate Derivatives 383 19 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 403 20 Investment Lessons from Blackjack and Gambling 423 21 Portfolio Management 441 22 Value at Risk 459 23 Credit Risk 473 24 RiskMetrics and CreditMetrics 495 25 CrashMetrics 505 26 Derivatives **** Ups 527 27 Overview of Numerical Methods 541 28 Finite-difference Methods for One-factor Models 549 29 Monte Carlo Simulation 581 30 Numerical Integration 605 A All the Math You Need. . . and No More (An Executive Summary) 617 B Forecasting the Markets? A Small Digression 627 C A Trading Game 643 D Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition 649 E What you get if (when) you upgrade to PWOQF2 653 Bibliography 659 Index 683 [https://www.wiley.com/en-us/Paul+Wilmott+Introduces+Quantitative+Finance%2C+2nd+Edition-p-9781118836798#tableofcontents-section]
520			_aPaul 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. (https://www.wiley.com/en-us/Paul+Wilmott+Introduces+Quantitative+Finance%2C+2nd+Edition-p-9781118836798)
650			_aFinance -- Mathematical models
650			_aOptions (Finance) -- Mathematical models _95534
650			_aOptions (Finance) -- Prices -- Mathematical models _919124
942			_cBK _2ddc
999			_c7392 _d7392