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

2nd ed.
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Frequently asked questions in quantitative fi ...
Paul Wilmott
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Last edited by MARC Bot
July 31, 2019 | History

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

2nd ed.
  • 0 Ratings
  • 2 Want to read
  • 0 Currently reading
  • 0 Have read

Paul Wilmott writes, "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, I have come to appreciate 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 looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view. I hope that you will see that finance is just as much fun in practice as in theory, and if you are reading this book to help you with your job interviews, good luck! Let me know how you get on!"

Publish Date
Publisher
Wiley
Language
English
Pages
608

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Previews available in: English

Book Details


Published in

Chichester, U.K

Table of Contents

Quantitative finance timeline
FAQs
Financial modelers' manifesto
Essays
Commonest mistakes in quantitative finance
The most popular probability distributions
Twelve different ways to derive Black-Scholes
Models and equations
Black-Scholes and Greeks
Common contracts
Popular quant books
Popular word search
Brainteasers
Paul & Dominic's guide to getting a quant job
Certificate in quantitative finance.

Edition Notes

Includes bibliographical references and index.

Classifications

Dewey Decimal Class
332.601/5118
Library of Congress
HG4515.2 .W55 2009

The Physical Object

Pagination
xiv, 608 p. :
Number of pages
608

ID Numbers

Open Library
OL24116047M
ISBN 10
0470748753
ISBN 13
9780470748756
LCCN
2009027978

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
July 31, 2019 Edited by MARC Bot associate edition with work OL682707W
March 26, 2010 Created by ImportBot Imported from Library of Congress MARC record.