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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Author / Creator: | Wilmott, Paul. |
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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 |
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