Download or read book Paul Wilmott on Quantitative Finance written by Paul Wilmott and published by Wiley. This book was released on 2000-06-20 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only comprehensive reference encompassing both traditional and new derivatives and financial engineering techniques Based on the author's hugely successful Derivatives: The Theory and Practice of Financial Engineering, Paul Wilmott on Quantitative Finance is the definitive guide to derivatives and related financial products. In addition to fully updated and expanded coverage of all the topics covered in the first book, this two-volume set also includes sixteen entirely new chapters covering such crucial areas as stochastic control and derivatives, utility theory, stochastic volatility and utility, mortgages, real options, power derivatives, weather derivatives, insurance derivatives, and more. Wilmott has also added clear, detailed explanations of all the mathematical procedures readers need to know in order to use the techniques he describes. Paul Wilmott, Dphil (Oxford, UK), is one of Europe's leading writers and consultants in the area of financial mathematics. He is also head of Wilmott Associates, a leading international financial consulting firm whose clients include Citibank, IBM, Bank of Montreal, Momura, Daiwa, Maxima, Dresdner Klienwort Benson, Origenes, and Siembra.
Download or read book Paul Wilmott on Quantitative Finance 3 Volume Set written by Paul Wilmott and published by Wiley. This book was released on 2006-03-06 with total page 1500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Download or read book Paul Wilmott on Quantitative Finance 3 Volume Set written by Paul Wilmott and published by Wiley. This book was released on 2006-03-06 with total page 1500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Download or read book Frequently Asked Questions in Quantitative Finance written by Paul Wilmott and published by John Wiley & Sons. This book was released on 2010-05-27 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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!"
Download or read book Paul Wilmott on Quantitative Finance written by Paul Wilmott and published by John Wiley & Sons. This book was released on 2013-10-25 with total page 1785 pages. Available in PDF, EPUB and Kindle. Book excerpt: Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Download or read book Mathematics for Finance written by Marek Capinski and published by Springer. This book was released on 2006-04-18 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
Download or read book The Mathematics of Financial Derivatives written by Paul Wilmott and published by Cambridge University Press. This book was released on 1995-09-29 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Download or read book Emotional Resonance written by John G. Watkins and published by Sentient Publications. This book was released on 2005 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the fascinating story of a gifted and creative psychotherapist who developed a new form of therapy, told by her husband and colleague. He focuses on what she was like as a person, outside her consulting office and away from the teaching podium, but he also illustrates her ability to be emotionally resonant with her patients by including intriguing vignettes of her work. Helen Watkins will be an inspiration to men and women who seek success in work and happiness in love.
Download or read book The First Four Notes written by Matthew Guerrieri and published by Vintage. This book was released on 2014-03-04 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: A TIME Magazine Top 10 Nonfiction Book of 2012 A New Yorker Best Book of the Year Los Angeles Magazine's #1 Music Book of the Year This revelatory book of music history examines what is perhaps the best known and most-popular symphony ever written—and its famous four-note opening. Reaching back before Beethoven’s time, Matthew Guerrieri uncovers premonitions of the opening notes in the rhythms of ancient Greek poetry and the music of the French Revolution. He discusses the Fifth’s impact when it premiered, tracing the artistic, philosophical, and political reverberations across Europe to China, Russia, and the United States, from Romanticism to ring tones, from propaganda to pop. This fascinating piece of musical detective work is a treat for music lovers of every stripe.
Download or read book The Faber Pocket Guide to Wagner written by Michael Tanner and published by Faber & Faber. This book was released on 2010-05-06 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Richard Wagner remains, almost 130 years after his death, the most controversial composer in the history of music. Creator of huge and hugely ambitious operas, which have an immense immediate impact, as well as providing food for endless thought and discussion, Wagner has had an influence on many fields outside music. In this lively pocket guide, Michael Tanner gives concise accounts of all his operas - the likes of Parsifal, Lohengrin and Tristan und Isolde - showing how important it is to grasp the dramatic situations at every point, and indicating some of the key musical features. He also provides an outline of Wagner's astonishing life, and shows that he has often been unfairly criticised and made a scapegoat, especially for political events which took place long after his death. Key features include: - Wagner: his life year by year - Wagner: his music work by work - Things people said about Wagner - Essential Wagner: ten great moments - Wagner on CD and DVD - Wagner bibliography This indispensable Faber Pocket Guide provides a wealth of insights into Wagner and is essential reading for anyone with an interest in both and the man and his music. '[P]robably the best introduction ever written to this most complex of composers.' Simon Heffer, Telegraph
Download or read book The Monfort Plan written by Jaime Pozuelo-Monfort and published by John Wiley and Sons. This book was released on 2010-04-05 with total page 757 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monfort Plan is a five-year, forward looking plan to eradicate extreme poverty from the developing world, and details how microfinance has made a difference to developing countries. This book proposes a new institution based in the developing world with the potential to provide a basic, free, and universal service in the areas of water, sanitation, healthcare, and education to the extreme poor worldwide. The provision will be subject to a certain degree of conditionality in areas ranging from corruption to legal environment. The new institution will be established in a new international territory based within a specific country in Subsaharan Africa and will emerge in 2015. In The Monfort Plan author Jaime Pozuelo-Monfort engineers and designs a solution to lessen the burden of poverty. In order to do so he relies on the social sciences to bring about innovation and forward looking economic policies and financial instruments in the context of a paradigm shift. This book presents a multidisciplinary approach to policymaking that combines a range of fields in the social sciences, looking at the history behind the Marshall Plan, the formation of the European Union, and the Bretton Woods Institutions, in order to determine how a Marshall Plan for Africa-and the creation of New Institutions in the developing world-could work. We live a moment of crisis in which creative policymaking might prove useful when proposing outcomes for a revitalized framework for capitalism to thrive and better serve the world. Walks you through the technicalities of the new architecture of capitalism in a straightforward manner Provides a holistic view of how microfinance combined with the right economic policies and financial instruments could help change the world for the poor Contains sweeping and detailed recommendations on how to build a new capitalist paradigm that helps elevate the poor and improve the human condition Incorporating commentary from some of the top minds in the field of microfinance, this book puts the method of microfinance in perspective.
Download or read book Paul Wilmott Introduces Quantitative Finance written by Paul Wilmott and published by John Wiley & Sons. This book was released on 2013-10-18 with total page 743 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Quantitative Finance For Dummies written by Steve Bell and published by John Wiley & Sons. This book was released on 2016-06-07 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver?You're not alone! It's a tough subject for even high-levelfinancial gurus to grasp, but Quantitative Finance ForDummies offers plain-English guidance on making sense ofapplying mathematics to investing decisions. With this completeguide, you'll gain a solid understanding of futures, options andrisk, and get up-to-speed on the most popular equations, methods,formulas and models (such as the Black-Scholes model) that areapplied in quantitative finance. Also known as mathematical finance, quantitative finance is thefield of mathematics applied to financial markets. It's a highlytechnical discipline—but almost all investment companies andhedge funds use quantitative methods. This fun and friendly guidebreaks the subject of quantitative finance down to easilydigestible parts, making it approachable for personal investors andfinance students alike. With the help of Quantitative FinanceFor Dummies, you'll learn the mathematical skills necessary forsuccess with quantitative finance, the most up-to-date portfolioand risk management applications and everything you need to knowabout basic derivatives pricing. Covers the core models, formulas and methods used inquantitative finance Includes examples and brief exercises to help augment yourunderstanding of QF Provides an easy-to-follow introduction to the complex world ofquantitative finance Explains how QF methods are used to define the current marketvalue of a derivative security Whether you're an aspiring quant or a top-tier personalinvestor, Quantitative Finance For Dummies is your go-toguide for coming to grips with QF/risk management.
Download or read book Derivatives written by Paul Wilmott and published by Wiley. This book was released on 1999-02-05 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise detail, but Derivatives goes much further. Complex models-such as path dependency, non-probabilistic models, static hedging and quasi-Monte Carlo methods-are introduced and explained to a highly sophisticated level. But theory in itself is not enough, an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets, examples and the inclusion of Visual Basic programs. The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four: deals with models for fixed-income products. Part Five: describes models for risk management and measurement. Part Six: delivers the numerical methods required for implementing the models described in the rest of the book. Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf.
Download or read book The Money Formula written by Paul Wilmott and published by John Wiley & Sons. This book was released on 2017-06-12 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance, and show how the future of our economy rests on the backs of this all-but-impenetrable industry. Written not from a post-crisis perspective – but from a preventative point of view – this book traces the development of financial derivatives from bonds to credit default swaps, and shows how mathematical formulas went beyond pricing to expand their use to the point where they dwarfed the real economy. You'll learn how the deadly allure of their ice-cold beauty has misled generations of economists and investors, and how continued reliance on these formulas can either assist future economic development, or send the global economy into the financial equivalent of a cardiac arrest. Rather than rehash tales of post-crisis fallout, this book focuses on preventing the next one. By exploring the heart of the shadow economy, you'll be better prepared to ride the rough waves of finance into the turbulent future. Delve into one of the world's least-understood but highest-impact industries Understand the key principles of quantitative finance and the evolution of the field Learn what quantitative finance has become, and how it affects us all Discover how the industry's next steps dictate the economy's future How do you create a quadrillion dollars out of nothing, blow it away and leave a hole so large that even years of "quantitative easing" can't fill it – and then go back to doing the same thing? Even amidst global recovery, the financial system still has the potential to seize up at any moment. The Money Formula explores the how and why of financial disaster, what must happen to prevent the next one.
Download or read book Principles of Quantitative Development written by Manoj Thulasidas and published by John Wiley & Sons. This book was released on 2012-03-13 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Journey to Jo burg written by Beverley Naidoo and published by HarperCollins. This book was released on 2020-02-11 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Has no equal. Evocative and haunting.” (School Library Journal starred review) The bestselling classic set in South Africa during the apartheid era, in which two siblings must face the dangers of their divided country. Mma lives and works in Johannesburg, far from the village thirteen-year-old Naledi and her younger brother, Tiro, call home. When their baby sister suddenly becomes very sick, Naledi and Tiro know that they need to bring their mother back in order to save their sister’s life. Bravely, secretly, they set off on the long journey to the big city to find Mma. It isn’t until they finally reach Jo’burg that they see up close what life is like for black citizens across South Africa—and begin to really question the unfair and dangerous laws of apartheid. A classic look at prejudice and racism in apartheid South Africa, this short and compelling novel is perfect for independent reading projects and classroom sharing.
