ISBN: 9780470018705
Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. In addition to the practical orientation of the book the author himself also a… More...
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2006, ISBN: 9780470018705
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2006, ISBN: 9780470018705
Wiley, Hardcover, Auflage: 2, 1500 Seiten, Publiziert: 2006-01-20T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Illustrated, 3.6 kg, Verkaufsrang: 734690, Books Global Store, Special Fe… More...
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2006, ISBN: 9780470018705
Wiley, Hardcover, Auflage: 2, 1500 Seiten, Publiziert: 2006-01-20T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Illustrated, 3.6 kg, Verkaufsrang: 734690, Books Global Store, Special Fe… More...
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2006, ISBN: 0470018704
[EAN: 9780470018705], Neubuch, [PU: Wiley], Books
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ISBN: 9780470018705
Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. In addition to the practical orientation of the book the author himself also a… More...
2006, ISBN: 9780470018705
Hard cover, New., Sewn binding. Cloth over boards. 1500 p. Contains: Illustrations. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standar… More...
2006
ISBN: 9780470018705
Wiley, Hardcover, Auflage: 2, 1500 Seiten, Publiziert: 2006-01-20T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Illustrated, 3.6 kg, Verkaufsrang: 734690, Books Global Store, Special Fe… More...
2006, ISBN: 9780470018705
Wiley, Hardcover, Auflage: 2, 1500 Seiten, Publiziert: 2006-01-20T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: Illustrated, 3.6 kg, Verkaufsrang: 734690, Books Global Store, Special Fe… More...
2006, ISBN: 0470018704
[EAN: 9780470018705], Neubuch, [PU: Wiley], Books
Bibliographic data of the best matching book
Details of the book - Paul Wilmott on Quantitative Finance 2nd Edition: 3 Volume Set
EAN (ISBN-13): 9780470018705
ISBN (ISBN-10): 0470018704
Hardcover
Paperback
Publishing year: 2006
Publisher: Wiley
1500 Pages
Weight: 3,653 kg
Language: eng/Englisch
Book in our database since 2007-06-04T15:22:00-04:00 (New York)
Detail page last modified on 2024-03-18T09:54:51-04:00 (New York)
ISBN/EAN: 9780470018705
ISBN - alternate spelling:
0-470-01870-4, 978-0-470-01870-5
Alternate spelling and related search-keywords:
Book author: paul wilmott, wilmot
Book title: wilmott finance, paul iii, quantitative finance, set
Information from Publisher
Author: Paul Wilmott
Title: Paul Wilmott on Quantitative Finance - 3 Volume Set
Publisher: Wiley; John Wiley & Sons
1500 Pages
Publishing year: 2006-01-20
Weight: 3,370 kg
Language: English
239,00 € (DE)
Not available (reason unspecified)
196mm x 248mm x 97mm
SA; BB; Book with CD-ROM; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Derivat (Wertpapier); Finance & Investments; Finanz- u. Anlagewesen; Finanzmathematik; Quantitätstheorie; Allg. Finanz- u. Anlagewesen
1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the 'Greeks'. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives **** Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary).More/other books that might be very similar to this book
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