Author: Paul Wilmott Publisher: Wiley ISBN: 9780471874386 Category : Business & Economics Languages : en Pages : 0
Book Description
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.
Author: Paul Wilmott Publisher: Wiley ISBN: 9780470018705 Category : Business & Economics Languages : en Pages : 1500
Book Description
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.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 1118836790 Category : Business & Economics Languages : en Pages : 743
Book Description
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.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 0470972963 Category : Business & Economics Languages : en Pages : 397
Book Description
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!"
Author: Steve Bell Publisher: John Wiley & Sons ISBN: 1118769430 Category : Business & Economics Languages : en Pages : 408
Book Description
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.
Author: Paul Wilmott Publisher: ISBN: 9781916081604 Category : Languages : en Pages : 242
Book Description
Machine Learning: An Applied Mathematics Introduction covers the essential mathematics behind all of the following topics - K Nearest Neighbours; K Means Clustering; Naïve Bayes Classifier; Regression Methods; Support Vector Machines; Self-Organizing Maps; Decision Trees; Neural Networks; Reinforcement Learning
Author: Anikó Imre Publisher: MIT Press ISBN: 0262090457 Category : Globalization Languages : en Pages : 269
Book Description
An examination of the unique, hybrid media practices generated by Eastern Europe's accelerated transition from late communism to late capitalism. Eastern Europe's historically unprecedented and accelerated transition from late communism to late capitalism, coupled with media globalization, set in motion a scramble for cultural identity and a struggle over access to and control over media technologies. In Identity Games, Anikó Imre examines the corporate transformation of the postcommunist media landscape in Eastern Europe. Avoiding both uncritical techno-euphoria and nostalgic projections of a simpler, better media world under communism, Imre argues that the demise of Soviet-style regimes and the transition of postcommunist nation-states to transnational capitalism has crucial implications for understanding the relationships among nationalism, media globalization, and identity. Imre analyzes situations in which anxieties arise about the encroachment of global entertainment media and its new technologies on national culture, examining the rich aesthetic hybrids that have grown from the transitional postcommunist terrain. She investigates the gaps and continuities between the last communist and first post-communist generations in education, tourism, and children's media culture, the racial and class politics of music entertainment (including Roma Rap and Idol television talent shows), and mediated reconfigurations of gender and sexuality (including playful lesbian media activism and masculinity in "carnivalistic" post-Yugoslav film). Throughout, Imre uses the concepts of play and games as metaphorical and theoretical tools to explain the process of cultural change -- inspired in part by the increasing "ludification" of the global media environment and the emerging engagement with play across scholarly disciplines. In the vision that Imre offers, political and cultural participation are seen as games whose rules are permanently open to negotiation.
Author: Paul Wilmott Publisher: Wiley ISBN: 9780471986706 Category : Business & Economics Languages : en Pages : 252
Book Description
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.
Author: Irving Singer Publisher: MIT Press ISBN: 0262266474 Category : Philosophy Languages : en Pages : 205
Book Description
An acclaimed philosopher offers a systematic mapping of the various facets of love. In his widely acclaimed trilogy The Nature of Love, Irving Singer traced the development of the concept of love in history and literature from the Greeks to the twentieth century. In this second volume of his Meaning in Life trilogy, Singer returns to the subject of his earlier work, exploring a different approach. Without denying his previous emphasis on the role of imagination and creativity, in this book Singer investigates the ability of them both to make one's life meaningful. A “systematic mapping” of the various facets of love (including sexual love, love in society, and religious love), The Pursuit of Love is an extended essay that offers Singer's own philosophical and psychological theory of love. Rich in insight into literature, the history of ideas, and the complexities of our being, The Pursuit of Love is a thought-provoking inquiry into fundamental aspects of all human relationships.
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Steve Bell
Author: Paul Wilmott
Author: Anikó Imre
Author: Paul Wilmott
Author: Irving Singer