Frequently asked questions in quantitative finance
Subtitle: 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
By: Paul Wilmott.
Edition: 2nd ed.
Publisher: Wiley
Published: 2009
Place of publication: Chichester, U.K
Language: eng
Number of pages: 608
ISBN-13: 9780470748756
Subjects: Finance -- Mathematical models; Investments -- Mathematical models; Options (Finance) -- Mathematical models
Notes: Includes bibliographical references and index.
Table of contents: title: Quantitative finance timeline; title: FAQs; title: Financial modelers' manifesto; title: Essays; title: Commonest mistakes in quantitative finance; title: The most popular probability distributions; title: Twelve different ways to derive Black-Scholes; title: Models and equations; title: Black-Scholes and Greeks; title: Common contracts; title: Popular quant books; title: Popular word search; title: Brainteasers; title: Paul & Dominic's guide to getting a quant job; title: Certificate in quantitative finance.