Paul Wilmott Introduces Quantitative Finance - Wilmott书名:Paul Wilmott Introduces Quantitative Finance 作者:Paul Wilmott 版次:2 edition (August 27, 2007) 格式:精美pdf非扫描版 页数:722 pages 出版者:Wiley
附注:本书为金融工程学习者基础教材
Table of Contents Preface 1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 1 2 Derivatives 27 3 Predicting the Markets? A Small Digression 59 4 All the Math You Need ... and No More (An Executive Summary) 75 5 The Binomial Model 85 6 The Random Behavior of Assets 101 7 Elementary Stochastic Calculus 119 8 The Black-Scholes Model 139 9 Partial Differential Equations 155 10 The Black-Scholes Formulas and the 'Greeks' 163 11 Multi-Asset Options 193 12 An Introduction to Exotic and Path-Dependent Options 207 13 Barrier Options 227 14 Fixed-Income Products and Analysis: Yield, Duration and Convexity 251 15 Swaps 275 16 One-Factor Interest Rate Modeling 285 17 Interest Rate Derivatives 299 18 Heath, Jarrow and Morton 319 19 Portfolio Management 355 20 Value at Risk 355 21 Credit Risk 367 22 RiskMetrics and CreditMetrics 383 23 CrashMetrics 393 24 Derivatives Ups 413 25 Finite-Difference Methods for One-Factor Models 427 26 Monte Carlo Simulation and Related Methods 453 App. A A Trading Game 479 App. B What You Get If (When) You Upgrade ... 485 Contents of the CD 489 Bibliography 491 Index 507
paul wilmott introduces quantitative finance.zip (3.92 MB)
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