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This 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 Details

ISBN: 9780471498179
ISBN-10: 0471498173
Format: Hardback
(251mm x 174mm x 19mm)
Pages: 204
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 19-Feb-2002
Country of Publication: United Kingdom

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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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