Paul Wilmott Introduces Quantitative FinanceIn this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file. |
Contents
Products and Markets xls Taylor series | 1 |
Derivatives | 27 |
3 | 56 |
Copyright | |
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Common terms and phrases
amount analysis approximation arbitrage asset price average barrier option binary call binary put binomial model Black-Scholes equation Bloomberg L.P. calculate call option cashflows Chapter Copyright 1999 BLOOMBERG correlation coupon crash currency Date delta hedging dividend drift Equity example exchange expected expiry final condition formulas forward price forward rate curve function gamma going Hong interest rate Itô's lemma LIBOR lognormal mathematical maturity mean method move Normal distribution NoSteps option price option value OTC derivative parameters partial differential equation path dependent payments payoff portfolio present value probability put option random variable random walk risk of default risk-neutral risky bond shown in Figure simple Singapore solution spot rate spreadsheet standard deviation stochastic differential equation stock price strike swap Sydney T₁ Taylor series timestep traded underlying asset vanilla vega volatility yield curve zero zero-coupon bond