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Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 047002352X Category : Business & Economics Languages : en Pages : 458
Book Description
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.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 047002352X Category : Business & Economics Languages : en Pages : 458
Book Description
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.
Author: Paul Wilmott Publisher: Wiley ISBN: 9780471874386 Category : Business & Economics Languages : en Pages : 0
Book Description
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.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 1119358612 Category : Business & Economics Languages : en Pages : 279
Book Description
Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance, and show how the future of our economy rests on the backs of this all-but-impenetrable industry. Written not from a post-crisis perspective – but from a preventative point of view – this book traces the development of financial derivatives from bonds to credit default swaps, and shows how mathematical formulas went beyond pricing to expand their use to the point where they dwarfed the real economy. You'll learn how the deadly allure of their ice-cold beauty has misled generations of economists and investors, and how continued reliance on these formulas can either assist future economic development, or send the global economy into the financial equivalent of a cardiac arrest. Rather than rehash tales of post-crisis fallout, this book focuses on preventing the next one. By exploring the heart of the shadow economy, you'll be better prepared to ride the rough waves of finance into the turbulent future. Delve into one of the world's least-understood but highest-impact industries Understand the key principles of quantitative finance and the evolution of the field Learn what quantitative finance has become, and how it affects us all Discover how the industry's next steps dictate the economy's future How do you create a quadrillion dollars out of nothing, blow it away and leave a hole so large that even years of "quantitative easing" can't fill it – and then go back to doing the same thing? Even amidst global recovery, the financial system still has the potential to seize up at any moment. The Money Formula explores the how and why of financial disaster, what must happen to prevent the next one.
Author: Paul Wilmott Publisher: ISBN: 9780952208204 Category : Finance Languages : es Pages : 457
Book Description
Análisis de los diferentes modelos matemáticos aplicados a los precios de opción. Se estudian además los elementos matemáticos básicos necesarios para el análisis de la ecuación Black-Scholes.
Author: Paul Wilmott Publisher: Wiley ISBN: 9780471986706 Category : Business & Economics Languages : en Pages : 252
Book Description
Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise detail, but Derivatives goes much further. Complex models-such as path dependency, non-probabilistic models, static hedging and quasi-Monte Carlo methods-are introduced and explained to a highly sophisticated level. But theory in itself is not enough, an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets, examples and the inclusion of Visual Basic programs. The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four: deals with models for fixed-income products. Part Five: describes models for risk management and measurement. Part Six: delivers the numerical methods required for implementing the models described in the rest of the book. Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 1118836790 Category : Business & Economics Languages : en Pages : 743
Book Description
Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.
Author: Paul Wilmott Publisher: John Wiley & Sons ISBN: 0470972963 Category : Business & Economics Languages : en Pages : 397
Book Description
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!"
Author: Audrey Le Lièvre Publisher: Faber & Faber ISBN: 0571280811 Category : Gardening Languages : en Pages : 181
Book Description
Born in 1858 to a wealthy family Ellen Willmott owned three gardens, in England, France and Italy, and employed one hundred and four gardeners. She mixed with royalty and her name was associated with the greatest gardeners of her time, Gertrude Jekyll, William Robinson and E. A. Bowles. In 1894 she joined the Royal Horticultural Society and in 1897 she was one of the first sixty recipients (and one of only two women) to receive the Victoria medal of honour. Warley Garden in Spring and Summer, a book of photographs, was published in 1909 and in 1912 she published The Genus Rosa. In the same year she was awarded the grande médaille Geoffroi St Hilaire from the Société d'Acclimatation de France and in 1924 received the Dean Hole medal from the National Rose Society. An acknowledged and admired expert in her field Ellen Willmott died in 1934 aged 76, alone and nearly bankrupt. First published in 1980 this carefully researched biography is a fascinating account of a woman who was infamous in her time and whose mark can still be seen on the horticultural world today. Miss Willmott of Warley Place is republished to celebrate the 150th Anniversary of Ellen Willmott's birth.
Author: Aaron Brown Publisher: John Wiley & Sons ISBN: 111908220X Category : Business & Economics Languages : en Pages : 395
Book Description
Take the risk out of financial risk management Written by bestselling author and past winner of the GARP Award's Risk Manager of the Year, Aaron Brown, Financial Risk Management For Dummies offers thorough and accessible guidance on successfully managing and controlling financial risk within your company. Through easy-to-follow instruction, you'll find out how to manage risk, firstly by understanding it, and then by taking control of it. Plus, you'll discover how to measure and value financial risk, set limits, stop losses, control drawdowns and hedge bets. Financial risk management uses financial instruments to manage exposure to risk within firms, large and small—particularly credit risk and market risk. From managing and measuring risk to working in financial institutions and knowing how to communicate risk to your company and clients, Financial Risk Management For Dummies makes it easy to make sense of the management of risk when working in various different financial institutions and concludes by covering the topic of how to communicate risk — how to report it properly and how to deal with and comply with all of the regulations. Covers managing risk and working as a financial risk manager Provides everything you need to know about measuring financial risk Walks you through working in financial institutions Demonstrates how to communicate risk If you work in the financial sector and want to make financial risk management your mission, you've come to the right place!
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Paul Wilmott
Author: Audrey Le Lièvre
Author: Aaron Brown