Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more / Paul Wilmott.

Author/creator Wilmott, Paul
Format Book
Edition2nd ed.
Publication InfoChichester, U.K. : Wiley, 2009.
Descriptionxiv, 608 pages : color illustrations ; 18 cm
Supplemental ContentPublisher description
Supplemental ContentTable of contents only
Supplemental ContentContributor biographical information
Subjects

Contents Quantitative finance timeline -- FAQs -- Financial modelers' manifesto -- Essays -- Commonest mistakes in quantitative finance -- The most popular probability distributions -- Twelve different ways to derive Black-Scholes -- Models and equations -- Black-Scholes and Greeks -- Common contracts -- Popular quant books -- Popular word search -- Brainteasers -- Paul & Dominic's guide to getting a quant job -- Certificate in quantitative finance.
Bibliography noteIncludes bibliographical references and index.
LCCN 2009027978
ISBN9780470748756
ISBN0470748753

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG4515.2 .W55 2009 ✔ Available Place Hold