Paul Wilmott在数量金融方面的书，非常有名，但一样充满重复，不过捡来的声誉要高得多。他最有名的书，Paul Wilmott on Quantitative Finance，以前是两卷本（2000，1064页），现在是三卷（2006，1500页），手头备一份就可以了。如果还嫌贵，Paul还准备了一册Paul Wilmott Introduces Quantitative Finance（2007，722页），是上面三卷本的精简版。
是已经够了。不过在国内，还偶尔能看到Paul的另一本Derivatives: the Theory and Practice of Financial Engineering（1998，768页），或者一册更薄的，The Mathematics of Financial Derivatives: A Student Introduction（1995，330页），这本小书又是他的Option Pricing: mathematical Methods and Computation（1994，457页）的缩写。
这些书章节惊人的重复，大概看看下面的几个目录就可以决定取舍了：

Paul Wilmott on Quantitative Finance三卷本（2006，1500页） 第一卷 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 第二卷 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 第三卷 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)