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![[eBook Code] Paul Wilmott Introduces Quantitative Finance](/img_thumb2/9780470065372.jpg)
책 정보
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780470065372
· 쪽수 : 544쪽
· 출판일 : 2007-01-11
목차
Preface.
Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures.
Derivatives.
Predicting the Markets? A Small Digression.
All the Math You Need ... and No More (An Executive Summary).
The Binomial Model.
The Random Behavior of Assets.
Elementary Stochastic Calculus.
The Black--Scholes Model.
Partial Differential Equations.
The Black--Scholes Formulas and the 'Greeks'.
Multi-Asset Options.
An Introduction to Exotic and Path-Dependent Options.
Barrier Options.
Fixed-Income Products and Analysis: Yield, Duration and Convexity.
Swaps.
One-Factor Interest Rate Modeling.
Interest Rate Derivatives.
Heath, Jarrow and Morton.
Portfolio Management.
Value at Risk.
Credit Risk.
RiskMetrics and CreditMetrics.
CrashMetrics.
Derivatives **** Ups.
Finite-Difference Methods for One-Factor Models.
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.