Frequently Asked Questions in Quantitative Finance
出版时间:
2009-11
版次:
2
ISBN:
9780470748756
定价:
391.50
装帧:
平装
开本:
32开
纸张:
胶版纸
页数:
624页
正文语种:
英语
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“Gettingagreementbetweenfinancetheoryandfinancepracticeisimportantlikeneverbefore.Inthelastdecadethederivativesbusinesshasgrowntoastaggeringsize,suchthattheoutstandingnotionalofallcontractsisnowmanymultiplesoftheunderlyingworldeconomy.Nolongerarederivativesforhelpingpeoplecontrolandmanagetheirfinancialrisksfromotherbusinessandindustries,no,itseemsthatthepeoplearetoilingawayinthefieldstokeepthederivativesmarketafloat!(Apologiesforthemixedmetaphor!)Ifyouworkinderivatives,risk,development,trading,etc.you'dbetterknowwhatyouaredoing,there'snowabigresponsibilityonyourshoulders.InthissecondeditionofFrequentlyAskedQuestionsinQuantitativeFinanceIcontinueinmymissiontopullquantfinanceupfromthedumbed-downdepths,andtodragitbackdowntoearthfromthesuper-sophisticatedstratosphere.ReadersofmyworkandblogswillknowthatIthinkbothextremesaredangerous.Quantfinanceshouldinhabitthemiddleground,themathematicssweetspot,wherethemodelsarerobustandunderstandable,andeasytomend.…Andthat'swhatthisbookisabout.ThisbookcontainsimportantFAQsandanswersthatcoverboththeoryandpractice.TherearesectionsonhowtoderiveBlack-Scholes(adozendifferentways!),thepopularmodels,equations,formulasandprobabilitydistributions,criticalessays,brainteasers,andthecommonestquantmistakes.Thequantmistakessectionaloneisworthtrillionsofdollars!Ihopeyouenjoythisbook,andthatitshowsyouhowinterestingthisimportantsubjectcanbe.AndIhopeyou'lljoinmeandothersinthisindustryonthediscussionforumonwilmott.com.Seeyouthere!”FAQQF2...includingkeymodels,importantformulae,popularcontracts,essaysandopinions,ahistoryofquantitativefinance,sundrylists,thecommonestmistakesinquantfinance,brainteasers,plentyofstraight-talking,theModellers'Manifestoandlotsmore.PaulWilmotthasbeencalled“thesmartestofthequants,hemaybetheonlysmartquant”(Portfoliomagazine/NassimNicholasTaleb),“cultderivativeslecturer”(FinancialTimes),“thefinanceindustry'sMozart”(SundayBusiness),“financialmathematicsguru”(BBC)and“averynaughtyboy”(hismother). PaulWilmotthasbeencalled"thesmartestofthequants,hemaybetheonlysmartquant"(Portfoliomagazine/NassimNicholasTaleb),"cultderivativeslecturer"(FinancialTimes),"thefinanceindustry'sMozart"(SundayBusiness),and"financialmathematicsguru"(BBC).
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内容简介:
“Gettingagreementbetweenfinancetheoryandfinancepracticeisimportantlikeneverbefore.Inthelastdecadethederivativesbusinesshasgrowntoastaggeringsize,suchthattheoutstandingnotionalofallcontractsisnowmanymultiplesoftheunderlyingworldeconomy.Nolongerarederivativesforhelpingpeoplecontrolandmanagetheirfinancialrisksfromotherbusinessandindustries,no,itseemsthatthepeoplearetoilingawayinthefieldstokeepthederivativesmarketafloat!(Apologiesforthemixedmetaphor!)Ifyouworkinderivatives,risk,development,trading,etc.you'dbetterknowwhatyouaredoing,there'snowabigresponsibilityonyourshoulders.InthissecondeditionofFrequentlyAskedQuestionsinQuantitativeFinanceIcontinueinmymissiontopullquantfinanceupfromthedumbed-downdepths,andtodragitbackdowntoearthfromthesuper-sophisticatedstratosphere.ReadersofmyworkandblogswillknowthatIthinkbothextremesaredangerous.Quantfinanceshouldinhabitthemiddleground,themathematicssweetspot,wherethemodelsarerobustandunderstandable,andeasytomend.…Andthat'swhatthisbookisabout.ThisbookcontainsimportantFAQsandanswersthatcoverboththeoryandpractice.TherearesectionsonhowtoderiveBlack-Scholes(adozendifferentways!),thepopularmodels,equations,formulasandprobabilitydistributions,criticalessays,brainteasers,andthecommonestquantmistakes.Thequantmistakessectionaloneisworthtrillionsofdollars!Ihopeyouenjoythisbook,andthatitshowsyouhowinterestingthisimportantsubjectcanbe.AndIhopeyou'lljoinmeandothersinthisindustryonthediscussionforumonwilmott.com.Seeyouthere!”FAQQF2...includingkeymodels,importantformulae,popularcontracts,essaysandopinions,ahistoryofquantitativefinance,sundrylists,thecommonestmistakesinquantfinance,brainteasers,plentyofstraight-talking,theModellers'Manifestoandlotsmore.PaulWilmotthasbeencalled“thesmartestofthequants,hemaybetheonlysmartquant”(Portfoliomagazine/NassimNicholasTaleb),“cultderivativeslecturer”(FinancialTimes),“thefinanceindustry'sMozart”(SundayBusiness),“financialmathematicsguru”(BBC)and“averynaughtyboy”(hismother).
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作者简介:
PaulWilmotthasbeencalled"thesmartestofthequants,hemaybetheonlysmartquant"(Portfoliomagazine/NassimNicholasTaleb),"cultderivativeslecturer"(FinancialTimes),"thefinanceindustry'sMozart"(SundayBusiness),and"financialmathematicsguru"(BBC).
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