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Mathematics of Financial Derivatives: A Student Introduction
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P Wilmott, Ernest Savage, S Howison
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics. In this book the ...
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Paul Wilmott Introduces Quantitative Finance
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Paul Wilmott
"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 ...
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New Directions in Mathematical Finance
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Paul Wilmott (Editor), Henrik Rasmussen
This is a compilation of the most respected authorities in financial engineering. Based around a conference on financial modeling held in Milan in December 1999, "New Directions in Mathematical Finance" brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial ...
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Frequently Asked Questions in Quantitative Finance
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Dr. Paul P Wilmott
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 ...
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Derivatives: The Theory and Practice of Financial Engineering
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Paul Wilmott
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 ...
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Exotic Option Pricing and Advanced Levy Models
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Paul Wilmott (Editor), Wim Schoutens (Editor), Andreas Kyprianou (Editor)
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable ...
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The Best of Wilmott 1: Incorporating the Quantitative Finance Review
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Paul Wilmont, Paul Wilmott (Editor)
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 ...
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Paul Wilmott on Quantitative Finance
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Paul Wilmott
Based on "Derivatives: The Theory and Practice of Financial Engineering", this text aims to deliver an explanation and exposition of derivatives with related financial products and techniques to the financial professional market. Extensively expanded in breadth from the original, the book encompasses much more than just traditional 'derivatives', ...
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The Best of Wilmott Volume 2
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Paul Wilmott (Editor)
The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models. You'll notice there's a bias ...
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Derivatives
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Paul Wilmott
This text provides an analysis of all aspects of derivatives and does not require a prior detailed knowledge of financial markets. In each chapter, the reader is first introduced to the market segment or particular product being discussed before having simple maths and market practice explained. Thereafter, issues of complex modelling are examined ...
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Paul Wilmott on Quantitative Finance 3 Volume Set
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Paul Wilmott
"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 ...
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L'Essentiel De La Finance Quantitative
by
Wilmott Paul
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Option Pricing: Mathematical Models and Computation
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Paul Wilmott
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