Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe
6 Angebote vergleichen

Preise202020222023
Schnitt 182,48 175,95 151,38
Nachfrage
Bester Preis: 147,90 (vom 24.03.2023)
1
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 4700187042 bzw. 9784700187049, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht.

Von Händler/Antiquariat, Buchservice-Lars-Lutzer Lars Lutzer Einzelunternehmer, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Gebundene Ausgabe Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 0, 2, 2020-07-24.
2
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 9784700187049 bzw. 4700187042, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht, guter Zustand.

147,90
unverbindlich
Lieferung aus: Deutschland, zzgl. Versandkosten.
Von Händler/Antiquariat, BUCHSERVICE / ANTIQUARIAT Lars-Lutzer *** LITERATUR RECHERCHE *** ANTIQUARISCHE SUCHE, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Versand D: 6,99 EUR Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705, Angelegt am: 23.07.2020.
3
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 9784700187049 bzw. 4700187042, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht.

179,00 + Versand: 6,99 = 185,99
unverbindlich
Lieferung aus: Deutschland, Versandkosten in die BRD.
Von Händler/Antiquariat, BUCHSERVICE / ANTIQUARIAT Lars-Lutzer *** LITERATUR RECHERCHE *** ANTIQUARISCHE SUCHE, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Versand D: 6,99 EUR Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705.
4
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 4700187042 bzw. 9784700187049, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht.

Von Händler/Antiquariat, Buchservice-Lars-Lutzer Lars Lutzer Einzelunternehmer, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Gebundene Ausgabe Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705, 2, 2020-07-24.
5
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 4700187042 bzw. 9784700187049, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht.

154,85
unverbindlich
Von Händler/Antiquariat, Buchservice-Lars-Lutzer Lars Lutzer Einzelunternehmer, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Gebundene Ausgabe Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705, 2, 2020-07-24.
6
Paul Wilmott

Introduces Quantitative Finance. mit CD-ROM Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathe (2006)

Lieferung erfolgt aus/von: Deutschland DE HC US

ISBN: 4700187042 bzw. 9784700187049, Bände: 1-3, in Deutsch, Wiley-Vch Verlag Gmbh, gebundenes Buch, gebraucht.

Von Händler/Antiquariat, Buchservice-Lars-Lutzer Lars Lutzer Einzelunternehmer, 23812 Wahlstedt.
2006 | 2nd Edition Hardcover 1500 S. 179 x 290 mm Gebundene Ausgabe Zustand: gebraucht - sehr gut, The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705 Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement."Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not so respectable world of gambling. Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk". In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: "Advanced Topics; Numerical Methods and Programs". In this volume the reader enters territory rarely seen in textbooks, the cutting edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book in cartoon form, readers will be relieved to hear to personally highlight and explain the key sections and issues discussed. Note: CD ROM/DVD and other supplementary materials are not included as part of eBook file. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine maßgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: Paul Wilmott is a researcher, consultant and lecturer in quantitative finance in London, UK. He is founder of Wilmott Associates, a financial consultancy and training firm, from which he publishes Wilmott magazine. The Financial Times called him a "cult derivatives lecturer." He is one of the world`s leading experts on quantitative finance and derivatives and is renowned for his criticism of popular models and concepts and for his unique, informal writing style. PAUL WILLMOTT, described by the Financial Times as `cult derivatives lecturer,` is one of the world`s leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: 1. Products and Markets. 2. Derivatives. 3. The Random Behavior of Assets. 4. Elementary Stochastic Calculus. 5. The Black-Scholes Model. 6. Partial Differential Equations. 7. The Black-Scholes Formulae and the `Greeks`. 8. Simple Generalizations of the Black-Scholes World. 9. Early Exercise and American Options. 10. Probability Density Functions and First Exit Times. 11. Multi-asset Options. 12. How to Delta Hedge. 13. Fixed-income Products and Analysis: Yield, Duration and Convexity. 14. Swaps. 15. The Binomial Model. 16. How Accurate is the Normal Approximation? 17. Investment Lessons from Blackjack and Gambling. 18. Portfolio Management. 19. Value at Risk. 20. Forecasting the Markets? 21. A Trading Game. 22. An Introduction to Exotic and Path-dependent Options. 23. Barrier Options. 24. Strongly Path-dependent Options. 25. Asian Options. 26. Lookback Options. 27. Derivatives and Stochastic Control. 28. Miscellaneous Exotics. 29. Equity and FX Term Sheets. 30. One-factor Interest Rate Modeling. 31. Yield Curve Fitting. 32. Interest Rate Derivatives. 33. Convertible Bonds. 34. Mortgage-backed Securities. 35. Multi-factor Interest Rate Modeling. 36. Empirical Behavior of the Spot Interest Rate. 37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 38. Fixed Income Term Sheets. 39. Value of the Firm and the Risk of Default. 40. Credit Risk. 41. Credit Derivatives. 42. RiskMetrics and CreditMetrics. 43. CrashMetrics. 44. Derivatives Ups. 45. Financial Modeling. 46. Defects in the Black-Scholes Model. 47. Discrete Hedging. 48. Transaction Costs. 49. Overview of Volatility Modeling. 50. Volatility Smiles and Surfaces. 51. Stochastic Volatility. 52. Uncertain Parameters. 53. Empirical Analysis of Volatility. 54. Stochastic Volatility and Mean-variance Analysis. 55. Asymptotic Analysis of Volatility. 56. Volatility Case Study: The Cliquet Option. 57. Jump Diffusion. 58. Crash Modeling. 59. Speculating with Options. 60. Static Hedging. 61. The Feedback Effect of Hedging in Illiquid Markets. 62. Utility Theory. 63. More About American Options and Related Matters. 64. Advanced Dividend Modeling. 65. Serial Autocorrelation in Returns. 66. Asset Allocation in Continuous Time. 67. Asset Allocation Under Threat Of A Crash. 68. Interest-rate Modeling Without Probabilities. 69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont`d. 70. Extensions to the Non-probabilistic Interest-rate Model. 71. Modeling Inflation. 72. Energy Derivatives. 73. Real Options. 74. Life Settlements and Viaticals. 75. Bonus Time. 76. Overview of Numerical Methods. 77. Finite-difference Methods for One-factor Models. 78. Further Finite-difference Methods for One-factor Models. 79. Finite-difference Methods for Two-factor Models. 80. Monte Carlo Simulation and Related Methods. 81. Numerical Integration and Simulation Methods. 82. Finite-difference Programs. 83. Monte Carlo Programs. A. All the Math You Need... and No More (An Executive Summary). Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Maße 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Verlagsort New York Sprache englisch Maße 179 x 290 mm Gewicht 3770 g Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-470-01870-4 / 0470018704 ISBN-13 978-0-470-01870-5 / 9780470018705, gebraucht; sehr gut, 2020-07-24.
Lade…