Frequently Asked Questions in Quantitative Finance

Paul Wilmott

432 pages, parution le 20/11/2006

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Résumé

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!"

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.

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Sommaire

Quantitative Finance Timeline
FAQs
The Most Popular Probability Distributions and Their Uses in Finance
Ten Different Ways to Derive Black-Scholes
Models and Equations
The Black-Scholes Formulae and the Greeks
Common Contracts
Popular Quant Books
The Most Popular Search Words and Phrases on Wilmott.com
Brain teasers
Paul & Dominic's Guide to Getting a Quant Job

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Paul Wilmott
Parution	20/11/2006
Nb. de pages	432
Format	13 x 19,5
Couverture	Broché
Poids	390g
Intérieur	Noir et Blanc
EAN13	9780470058268
ISBN13	978-0-470-05826-8