Comment :

ISBN 13 : 978-0-470-31958-1

Contents : Contents

Preface
1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures
2 Derivatives
3 The Binomial Model
4 The Random Behavior of Assets
5 Elementary Stochastic Calculus
6 The Black–Scholes Model
7 Partial Differential Equations
8 The Black–Scholes Formulæ and the ‘Greeks'
9 Overview of Volatility Modeling
10 How to Delta Hedge
11 An Introduction to Exotic and Path-dependent Options
12 Multi-asset Options
13 Barrier Options
14 Fixed-income Products and Analysis: Yield, Duration and Convexity
15 Swaps
16 One-factor Interest Rate Modeling
17 Yield Curve Fitting
18 Interest Rate Derivatives
19 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models
20 Investment Lessons from Blackjack and Gambling
21 Portfolio Management
22 Value at Risk
23 Credit Risk
24 RiskMetrics and CreditMetrics
25 CrashMetrics
26 Derivatives **** Ups
27 Overview of Numerical Methods
28 Finite-difference Methods for One-factor Models
29 Monte Carlo Simulation
30 Numerical Integration
A All the Math You Need… and No More (An Executive Summary)
B Forecasting the Markets? A Small Digression
C A Trading Game
D Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition
E What you get if (when) you upgrade to PWOQF2
Bibliography
Index

Language : English

Print : 2ème

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque