内容简介

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.

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豆瓣评论

  • 密码有误
    Paul Wilmott这本的introduction版本要700人民币,study guide要300多人民币~然后根本找不到原书~不过pdf打印下来还是可以接受~用到的数学不算艰深,基本是微分/泰勒级数/数学期望,可能最多还有一些微分方程~另外建议豆瓣开一个“在读”选项…04-22
  • 勝負師董寶珠
    full version08-30
  • Prairie Lights
    可能是本人学术不到家,Wilmott的书我就是不喜欢..05-06
  • aka公虾米
    工具书 不懂的概念随时翻03-28
  • Jason
    Really like the math language Paul uses. 02-19

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