libri scuola books Fumetti ebook dvd top ten sconti 0 Carrello


Torna Indietro

wilmott paul - frequently asked questions in quantitative finance

Frequently Asked Questions in Quantitative Finance 2nd Edition




Disponibilità: Normalmente disponibile in 20 giorni
A causa di problematiche nell'approvvigionamento legate alla Brexit sono possibili ritardi nelle consegne.


PREZZO
40,00 €
NICEPRICE
38,00 €
SCONTO
5%



Questo prodotto usufruisce delle SPEDIZIONI GRATIS
selezionando l'opzione Corriere Veloce in fase di ordine.


Pagabile anche con Carta della cultura giovani e del merito, 18App Bonus Cultura e Carta del Docente


Facebook Twitter Aggiungi commento


Spese Gratis

Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 08/2009
Edizione: 2nd Edition





Note Editore

This new edition of the bestselling Frequently Asked Questions is fully revised and updated to include new developments in Quantitative finance and bringing it up-to-date with the events of the current financial crisis.  The new edition will include all the old material (updated where necessary), 10 extra FAQ's including 12 different ways to define Black Scholes and 5 extra brainteasers.  It will also include a new section on where Quants went wrong, and a manifesto (written by Derman and Wilmott) for better, more responsible modelling and some short essays from Paul on improving mathematical models and finance. 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 field for many years, Paul appreciates the importance of getting the right balance between mathematics and intuition. 'Too little maths and you won't be able to make much progress, too much maths and you'll be held back by technicalities. I imagine, but expect I will never know for certain, that getting the right level of maths is like having the right equipment to climb Mount Everest; too little and you won't make the first base camp, too much and you'll collapse in a heap before the top. Whenever I write about or teach this subject I also aim to get the right mix of theory and practice. Finance is not a hard science like physics, so you have to accept the limitations of the models. But nor is it a very soft science, so without those models you would be at a disadvantage compared with those better equipped. I believe this adds to the fascination of the subject.' This FAQs book covers some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view. It explains some of the common questions of Quantitative Finance and gives a short quick answer to the topic first, then a longer explanation afterwards. Contents 1, quantitative finance timeline - UPDATED TO INCLUDE EVENTS OF THE CURRENT CRISIS 2. FAQ's - 10 NEW FAQ'S 3. Financial modelers manifesto - NEW 4. Essays - NEW (30 pages of short essays on improving mathematical finance) 5. Where Quants go wrong - NEW 6. The most popular Probability Distributions and their uses in Finance 7.  Twelve ways to derive Black-Scholes - 2 NEW WAYS 8. Models and equations - UPDATED 9. Black-Scholes and Greeks 10. Common contracts 11. Popular Quant books - UPDATED 12. POPULAR WORD SEARCH - UPDATED 13. Name and Shame - NEW 14. Brainteasers - 5 NEW 15. Paul and Dominic's Guide to Getting a Quant Job 16.  CQF




Sommario

Preface to the Second Edition 1 The Quantitative Finance Timeline 2 FAQs 3 The Financial Modellers Manifesto 4 Essays 5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in Commonsense for Quants and Risk Managers and the Traders Who Rely on Them 6 The Most Popular Probability Distributions and Their Uses in Finance 7 Twelve Different Ways to Derive BlackScholes 8 Models and Equations 9 The BlackScholes Formulæ and the Greeks 10 Common Contracts 11 Popular Quant Books 12 The Most Popular Search Words and Phrases on Wilmott.com 13 Brainteasers 14 Paul s Guide to Getting a Quant Job Index










Altre Informazioni

ISBN:

9780470748756

Condizione: Nuovo
Dimensioni: 175 x 33.99 x 127 mm Ø 588 gr
Formato: Brossura
Pagine Arabe: 624


Dicono di noi