Paul Wilmott Introduces Quantitative Finance带原书excel文件

内容简介
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.
作者简介
Paul Wilmott Introduces Quantitative Finace,is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, work Paul Wilmott on Quantitative Finance, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. New software has been added and "Time Out" sections included which explain the mathematics for those less confident in this area.
目录
Preface
1 Products and Markets:Equities,Commodities,Exchange Rates,Forwards and Futures
2 Derivatives
3 Predicting the Markets?A Small Digression
4 All the Math You Need and No More (An Executive Summary)
5 The Binomial Model
6 The Random Behavior of Assets
7 Elementary Stochastic Calculus
8 The Black-Scholes Model
9 Partial Differential Equations
10 The Black-Scholes Formulas and the 'Greeks'
11 Multi-Asset Options
12 An Introduction to Exotic and Path-Dependent Options
13 Barrier Options
14 Fixed-Income Products and Analysis:Yield,Duration and Convexity
15 Swaps
16 One-Factor Interest Rate Modeling
17 Interest Rate Derivatives
18 Heath,Jarrow and Morton
19 Portfolio Management
20 Value at Risk
21 Credit Risk
22 RiskMetrics and CreditMetrics
23 CrashMetrics
24 Derivatives****Ups
25 Finite-Difference Methods for One-Factor Models
26 Monte Carlo Simulation and Related Methods
Appendix A A Trading Game
Appendix B What You Get If(When)You Upgrade...
Contents of the CD
Bibliography
Index