Paul Wilmott introduces quantitative finance

This new edition of Paul Wilmott Introduces Quantitative Finance includes an update of all chapters in line with the updates in the new Paul Wilmott on Quantitative Finance Second Edition, along with a new CD-Rom. It provides a comprehensive introduction to both traditional and new derivatives and f...

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Bibliografiske detaljer
Hovedforfatter: Wilmott, Paul, 1959-
Format: Livre numérique
Sprog:Anglais
Udgivet: Chichester, West Sussex, England ; Hoboken, NJ : J. Wiley & Sons Ltd. 2007.
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Online adgang:Accès Université d'Orléans et IFPM
Accès INSA CVL
Kommentar: Titre provenant de la page de titre du document numérique
La pagination de l'édition imprimée correspondante est de 721 p.
Cyberlibris (ScholarVox) corpus Sciences de l'ingénieur
Cyberlibris (ScholarVox) corpus Sciences de l'ingénieur
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Edition sous un autre format:• Paul Wilmott introduces quantitative finance, Paul Wilmott, 2nd ed., Chichester, West Sussex, England, J. Wiley & Sons Ltd., 2007, 1 volume (xxiv-695 pages), 978-0-470-31958-1
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Summary:This new edition of Paul Wilmott Introduces Quantitative Finance includes an update of all chapters in line with the updates in the new Paul Wilmott on Quantitative Finance Second Edition, along with a new CD-Rom. It provides a comprehensive introduction to both traditional and new derivatives and financial engineering techniques and is suitable for students and those who are new to the area. It is a highly accessible introduction to both the classical and less traditional quantitative models and methods that underlie the modern-day world of derivative contract valuation and risk management. Includes numerous Bloomberg screen dumps, essential Visual Basic code, spreadsheet explanations of the models, and reproduction of termsheets and option classification models 40% new material including coverage of: How to Hedge, Yield Curve Fitting, Black Jack, An Overview of American Methods, Modelling Volatility Includes revised and extra chapters on the Binomial model, and simulation and integration s Derivatives: The Theory and Practice of Financial Engineering
Emne beskrivelse:Titre provenant de la page de titre du document numérique
La pagination de l'édition imprimée correspondante est de 721 p.
Cyberlibris (ScholarVox) corpus Sciences de l'ingénieur
Cyberlibris (ScholarVox) corpus Sciences de l'ingénieur
Format:Configuration requise : navigateur internet
Bibliografi:Bibliogr p. [659]-681. Index
ISBN:9781118836798
Adgang:L'accès complet à la ressource est réservé aux usagers des établissements qui en ont fait l'acquisition