Frequently asked questions in quantitative finance : 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 /

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Bibliographic Details
Author / Creator:Wilmott, Paul.
Edition:2nd ed.
Imprint:Chichester, U.K. : Wiley, 2009.
Description:xiv, 608 p. : col. ill. ; 18 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/7892851
Hidden Bibliographic Details
ISBN:9780470748756
0470748753
Notes:Includes bibliographical references and index.
Table of Contents:
  • Preface to the Second Edition
  • Preface to the First 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 Black Scholes
  • 8. Models and Equations
  • 9. The Black Scholes 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 & Dominic's Guide to Getting a Quant Job
  • Index