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Frequently Asked Questions in Quantitative Finance
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Frequently Asked Questions in Quantitative Finance
$8399
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Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?
This book is ideal for professionals in derivatives, risk management, trading, and financial development who require a clear and practical understanding of quantitative finance. It is also highly suitable for advanced students and practitioners seeking to deepen their grasp of key models, formulas, and prevalent pitfalls in the field.
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See moreQuantitative 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.
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Description
Getting agreement between finance theory and finance practice is important like never before. In the last decade, the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries; it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc., you'd better know what you are doing, there's now a big responsibility on your shoulders.
In this second edition of Frequently Asked Questions in Quantitative Finance, I continue in my mission to pull quant finance up from the dumbed-down depths and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust, understandable, and easy to mend.
…And that's what this book is about.
This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulae, and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars!
I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!
FAQQF2...including key models, important formulae, 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.
Book Details
INFORMATION
ISBN: 9780470748756
Publisher: John Wiley & Sons Inc
Format: Paperback / softback
Date Published: 25 September 2009
Country: United States
Imprint: John Wiley & Sons Inc
Edition: 2nd edition
Audience: Tertiary education
DIMENSIONS
Spine width: 31.0mm
Width: 127.0mm
Height: 175.0mm
Weight: 635g
Pages: 624
About the Author
Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" (Portfolio magazine/Nassim Nicholas Taleb), "cult derivatives lecturer" (Financial Times), "the finance industry's Mozart" (Sunday Business), and "financial mathematics guru" (BBC).
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