作者：PaulWilmott
出版社：JohnWiley&Sons
出版年：2006-1-20
页数：1500
定价：GBP184.00
装帧：Hardcover
ISBN：9780470018705
内容简介
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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.
评论 ······
Paul Wilmott这本的introduction版本要700人民币，study guide要300多人民币～然后根本找不到原书～不过pdf打印下来还是可以接受～用到的数学不算艰深，基本是微分/泰勒级数/数学期望，可能最多还有一些微分方程～另外建议豆瓣开一个“在读”选项…
好书！
太经典，不过有骗钱嫌疑，那本小书就是3卷大书的广告~~~
full version
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