The Best Of Wilmott 1
Incorporating the Quantitative Finance Review
Paul Wilmott - Collection Wilmott Collection
Résumé
November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least.
The Best of Wilmott 1: Including the latest research from Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market.
Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics:
- Psychology in Financial Markets
- Measuring Country Risk as Implied Volatility
- The Equity-to-Credit Problem
- Introducing Variety in Risk Management
- The Art and Science of Curve Building
- Next Generation Models for Convertible Bonds with Credit Risk
- Stochastic Volatility and Mean-variance Analysis
- Cliquet Options and Volatility Models
And as they say at the end of (most) Bond movies The Best of Wilmott... will return on an annual basis.
L'auteur - Paul Wilmott
Un des experts les plus réputés et respectés dans le domaine de la finance quantitative, PAUL WILMOTT a écrit plus d'une centaine d'articles de recherche. Consultant et formateur, il a fondé wilmott.com et the Certificate in Quantitative Finance. Il est rédacteur en chef de Wilmott (magazine bimensuel) et auteur de deux ouvrages enseignés en université : Paul Wilmott introduces Quantitative Finance et Paul Wilmott on Quantitative Finance parus aux éditions Wiley. Ses cours sont enseignés dans les plus grandes universités tant anglo-saxonnes que francophones.
Autres livres de Paul Wilmott
Sommaire
- Introduction
- Education in Quantitative Finance
- FinancialCAD ®
- Quantitative Finance Review 2003
- Rewind
- In for the Count
- A Perspective on Quantitative Finance: Models for Beating the Market
- Psychology in Financial Markets
- Credit Risk Appraisal: From the Firm Structural Approach to Modern Probabilistic Methodologies
- Modelling and Measuring Sovereign Credit Risk
- The Equity-to-credit Problem
- Measuring Country Risk as Implied Volatility
- Next Generation Models for Convertible Bonds with Credit Risk
- First to Default Swaps
- Taken to the Limit: Simple and Not-so-simple Loan Loss Distributions
- Sovereign Debt Default Risk: Quantifying the (Un)Willingness to Pay
- Chord of Association
- Introducing Variety in Risk Management
- Alternative Large Risks Hedging Strategies for Options
- On Exercising American Options: The Risk of Making More Money than You Expected
- Phi-alpha Optimal Portfolios and Extreme Risk Management
- Managing Smile Risk
- Adjusters: Turning Good Prices into Great Prices
- Convexity Conundrums: Pricing CMS Swaps, Caps and Floors
- Mind the Cap
- The Art and Science of Curve Building
- Stochastic Volatility Models: Past, Present and Future
- Cliquet Options and Volatility Models
- Long Memory and Regime Shifts in Asset Volatility
- Heston's Stochastic Volatility Model Implementation, Calibration and Some Extensions
- Forward-start Options in Stochastic Volatility Models
- Stochastic Volatility and Mean-variance Analysis
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Wiley |
| Auteur(s) | Paul Wilmott |
| Collection | Wilmott Collection |
| Parution | 08/11/2004 |
| Nb. de pages | 446 |
| Format | 19,5 x 25 |
| Couverture | Relié |
| Poids | 1148g |
| Intérieur | Noir et Blanc |
| EAN13 | 9780470023518 |
| ISBN13 | 978-0-470-02351-8 |
Avantages Eyrolles.com
Consultez aussi
- Les meilleures ventes en Graphisme & Photo
- Les meilleures ventes en Informatique
- Les meilleures ventes en Construction
- Les meilleures ventes en Entreprise & Droit
- Les meilleures ventes en Sciences
- Les meilleures ventes en Littérature
- Les meilleures ventes en Arts & Loisirs
- Les meilleures ventes en Vie pratique
- Les meilleures ventes en Voyage et Tourisme
- Les meilleures ventes en BD et Jeunesse
