Paul Wilmott
Paul Wilmott Introduces Quantitative Finance
Ingenaaid Engels 2007 2e druk 9780470319581Verwachte levertijd ongeveer 8 werkdagen
Samenvatting
Dit boek is de geactualiseerde en uitgebreide studenteneditie van de eerdere klassieker 'Derivatives: The Theory and Practice of Financial Engineering van Paul Wilmott. Op de bijgeleverde CD staan talloze Bloomberg 'screen dumps' (schermafdrukken) om de punten die worden besproken in het boek te illustreren alsook de essentiële Visual Basic code, spreadsheetuitleg van de modellen en de reproductie van periodiekbladen en optieclassificatietabellen. De auteur presenteert alle recente financiële theorieën op zo'n heldere en begrijpelijke manier dat de lezer ze makkelijk kan begrijpen en implementeren.
Specificaties
ISBN13:9780470319581
Trefwoorden:financieel management
Taal:Engels
Bindwijze:ingenaaid
Aantal pagina's:521
Uitgever:John Wiley & Sons
Druk:2
Verschijningsdatum:3-8-2022
Hoofdrubriek:Financieel management
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
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.
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.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan
