Paul Wilmott on quantitative finance.
Edition: 2nd ed.
Publisher: John Wiley & Sons Inc.
Published: 2006
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 1500
Subjects: Derivative securities -- Mathematical models; Options (Finance) -- Mathematical models; Options (Finance) -- Prices -- Mathematical models
Description: The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement.
Notes: Includes bibliographical references and index.