Paul Wilmott introduces quantitative finance.
Edition: 2nd ed.
Publisher: John Wiley & Sons Ltd.
Published: 2007
Place of publication: Chichester, West Sussex, England; Hoboken, NJ
Language: eng
Number of pages: 728
ISBN-13: 9780470319581
Subjects: Finance -- Mathematical models; Options (Finance) -- Mathematical models; Options (Finance) -- Prices -- Mathematical models
Other titles: Quantitative finance
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.