Paul Wilmott on Quantitative Finance

Download or Read eBook Paul Wilmott on Quantitative Finance PDF written by Paul Wilmott and published by Wiley. This book was released on 2000-06-20 with total page 0 pages. Available in PDF, EPUB and Kindle.
Paul Wilmott on Quantitative Finance
Author :
Publisher : Wiley
Total Pages : 0
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ISBN-10 : 0471874388
ISBN-13 : 9780471874386
Rating : 4/5 (88 Downloads)

Book Synopsis Paul Wilmott on Quantitative Finance by : Paul Wilmott

Book excerpt: The only comprehensive reference encompassing both traditional and new derivatives and financial engineering techniques Based on the author's hugely successful Derivatives: The Theory and Practice of Financial Engineering, Paul Wilmott on Quantitative Finance is the definitive guide to derivatives and related financial products. In addition to fully updated and expanded coverage of all the topics covered in the first book, this two-volume set also includes sixteen entirely new chapters covering such crucial areas as stochastic control and derivatives, utility theory, stochastic volatility and utility, mortgages, real options, power derivatives, weather derivatives, insurance derivatives, and more. Wilmott has also added clear, detailed explanations of all the mathematical procedures readers need to know in order to use the techniques he describes. Paul Wilmott, Dphil (Oxford, UK), is one of Europe's leading writers and consultants in the area of financial mathematics. He is also head of Wilmott Associates, a leading international financial consulting firm whose clients include Citibank, IBM, Bank of Montreal, Momura, Daiwa, Maxima, Dresdner Klienwort Benson, Origenes, and Siembra.


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