Author: Paul Wilmott
Title: Paul Wilmott Introduces Quantitative Finance. mit CD-ROM Paul Wilmott Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance.
Description: , Wiley-Vch Verlag Gmbh, Auflage: Pap/Cdr (Juni 2001). 521, 24,6 x 18,9 x 3 cm, Softcover. Zustand: 2. "Paul Wilmott Introducing Quantitative Finance" ist die Studentenausgabe zu "Paul Wilmott on Quantitative Finance". Sie enthält die für Studenten verständlichsten Kapitel; die restlichen Kapitel finden sich auf einer Begleit-CD. Wilmott bietet mit diesem Band eine massgebliche und umfassende Einführung in Derivate sowie verwandte Finanzprodukte und Finanztechniken. Verständlich geschrieben und mit vielen Illustrationen, Diagrammen und Anmerkungen, in denen die mathematische Seite ausführlich erläutert wird. Synopsis: 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. Paul Wilmott Introducing Quantitative Finance" delivers a comprehensive explanation and exposition of derivatives and related financial products and techniques. It is presented in an accessible style with illustrations, graphs and side-bars with explanations working through the maths. Author: PAUL WILLMOTT, described by the Financial Times as 'cult derivatives lecturer,' is one of the world's leading experts on quantitative finance and derivatives. He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website Content: Products and markets; derivatives; the random behaviour of assets; elementary stochastic calculus; the Black-Scholes model; partial differential equations; the Black Scholes formulae and the "Greeks"; early exercise and American options; probability density functions and first exit times; multi-asset options; the binomial model; trading game; an introduction to exotic and path-dependent options; barrier options; defects in the Black-Scholes model; fixed-income product and analysis - yield, duration and convexity; swaps; one-factor interest rate modelling; interest rate derivatives; Heath, Jarrow and Morton; portfolio management; value at risk; finite-difference methods for one-factor models; Monte Carlo simulation and related models. Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken Paul Wilmott Introduces Quantitative Finance. Zusatzinfo illustrations, graphs Verlagsort Chichester Sprache englisch Masse 152 x 229 mm Einbandart Paperback Finanzmathematik Informatik Angewandte Mathematik BWL Wirtschaft Betriebswirtschaft Management Finanzierung ISBN-10 0-471-49862-9 / 0471498629 ISBN-13 978-0-471-49862-9 / 9780471498629 ISBN: 471498629. Gewicht/weight: 1060 gr.

Keywords: Bloomberg Financial Engineering Derivatives Visual basic code option classification tables Derivatives financial theories Financial Engineer Finanzen Börse Aktien Stocks Derivate Finanzprodukte Finanztechniken "Paul Wilmott Introducing Quantitative Financ