New Directions in Mathematical Finance
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New Directions in Mathematical Finance by Paul Wilmott
Book DescriptionThis is a compilation of the most respected authorities in financial engineering. Based around a conference on financial modeling held in Milan in December 1999, "New Directions in Mathematical Finance" brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. The contributions featured in this volume are all new items, based on each speaker's topic of presentation at the convention. Editors Paul Wilmott and Henrik Rasmussen include an introduction which pulls together the themes of the book.
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Book DetailsISBN: 9780471498179
(251mm x 174mm x 19mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 19-Feb-2002
Country of Publication: United Kingdom
Books By Author Paul Wilmott
Frequently Asked Questions in Quantitative Finance, Paperback (September 2009)
Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough.
Paul Wilmott on Quantitative Finance, Hardback (January 2006)
The new edition of this finance classic serves as a comprehensive reference on both traditional and new derivatives and financial engineering techniques. Explaining finance in an accessible manner, Wilmott covers all the current financial theories in quantitative finance and makes them easy to understand and implement.
Best of Wilmott, Hardback (October 2005)
The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models.
Exotic Option Pricing and Advanced Levy Models, Hardback (August 2005)» View all books by Paul Wilmott
This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. .
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Author Biography - Paul Wilmott
PAUL WILMOTT is a leading protagonist in quantitative finance. He has published many landmark books including Paul Wilmott on Quantitative Finance and Paul Wilmott Introduces Quantitative Finance (both published by John Wiley & Sons Ltd). If you want to learn more about him, try his quantitative finace e--zine. HENRIK RASMUSSEN is a quantitative analyst at Schroder Salomon Smith Barney (Citigroup) in London, developing models and pricing tools for traders of exotic fixed--income and hybrid derivatives. He holds a Ph.D from the University of Cambridge and has held post--doctorate positions at universities in Britain, France and Italy. Currently, he is a visiting research fellow at the Oxford Centre for Industrial and Applied Mathematics (OCIAM), Mathematical Institute, University of Oxford.
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