Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return.
The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk
In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs.
In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
發表於2025-02-02
Paul Wilmott on Quantitative Finance 3 Volume Set 2025 pdf epub mobi 電子書 下載
這本書最有特色的大概是他的一個附錄,關於基本數學知識的介紹,標題是:The math you should know and no more。Wilmott也在全書中盡力實踐著這句話,盡可能降低這本書在數學上的門檻。可能由於Wilmott本人的專業背景的緣故吧,他對於PDE方法有近乎狂熱的推崇,這本書是...
評分這本書最有特色的大概是他的一個附錄,關於基本數學知識的介紹,標題是:The math you should know and no more。Wilmott也在全書中盡力實踐著這句話,盡可能降低這本書在數學上的門檻。可能由於Wilmott本人的專業背景的緣故吧,他對於PDE方法有近乎狂熱的推崇,這本書是...
評分這本書最有特色的大概是他的一個附錄,關於基本數學知識的介紹,標題是:The math you should know and no more。Wilmott也在全書中盡力實踐著這句話,盡可能降低這本書在數學上的門檻。可能由於Wilmott本人的專業背景的緣故吧,他對於PDE方法有近乎狂熱的推崇,這本書是...
評分這本書最有特色的大概是他的一個附錄,關於基本數學知識的介紹,標題是:The math you should know and no more。Wilmott也在全書中盡力實踐著這句話,盡可能降低這本書在數學上的門檻。可能由於Wilmott本人的專業背景的緣故吧,他對於PDE方法有近乎狂熱的推崇,這本書是...
評分這本書最有特色的大概是他的一個附錄,關於基本數學知識的介紹,標題是:The math you should know and no more。Wilmott也在全書中盡力實踐著這句話,盡可能降低這本書在數學上的門檻。可能由於Wilmott本人的專業背景的緣故吧,他對於PDE方法有近乎狂熱的推崇,這本書是...
圖書標籤: quant finance 金融 Quantitative wilmott 金融數學 金融工程 數學
好書!
評分Really like the math language Paul uses.
評分可能是本人學術不到傢,Wilmott的書我就是不喜歡..
評分感覺大三的時候衍生品被喂瞭屎,這本書真的補迴來很多知識啊。而且邏輯很清晰,數學也比較友好(作者第17,20章 summary裏還有彩蛋)
評分Really like the math language Paul uses.
Paul Wilmott on Quantitative Finance 3 Volume Set 2025 pdf epub mobi 電子書 下載