In this second edition of "Frequently Asked Questions in Quantitative Finance" I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend.
This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways ), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars
Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" - "Portfolio" magazine/Nassim Nicholas Taleb
"cult derivatives lecturer" - "Financial Times"
"the finance industry's Mozart" - "Sunday"
In this second edition of "Frequently Asked Questions in Quantitative Finance" I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend.
This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways ), the popular models, equations, formulas and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars
Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" - "Portfolio" magazine/Nassim Nicholas Taleb
"cult derivatives lecturer" - "Financial Times"
"the finance industry's Mozart" - "Sunday"
Imprint | John Wiley & Sons |
Country of origin | United States |
Release date | July 2010 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2009 |
Authors | Paul Wilmott |
Format | Electronic book text |
Pages | 624 |
Edition | 2nd Revised edition |
ISBN-13 | 978-0-470-68513-6 |
Barcode | 9780470685136 |
Categories | |
LSN | 0-470-68513-1 |