The Best Of Wilmott: Incorporating the Quantitative Finance Review

The Best Of Wilmott: Incorporating the Quantitative Finance Review
定價:5075
NT $ 5,075
  • 作者:Paul (EDT)Wilmott
  • 出版社:Baker & Taylor Books
  • 出版日期:2004-12-27
  • 語言:英文
  • ISBN10:0470023511
  • ISBN13:9780470023518
  • 裝訂:精裝 / 446頁 / 3.2 x 19.7 x 25.4 cm / 普通級
 

內容簡介

Wilmott collection, A compilation of technical papers from the first year of Wilmott magazine, complementing the lectures presented at the Quantitative Finance Review in November 2003. 

First-class, original articles from such stellar researchers as: Hyungsok Ahn, Elie Ayache, Jean-Philippe Bouchaud, Aaron Brown, Ephraim Clark, Peter Forsyth, Pat Hagan, Peter Jaeckel, Rosario Mantegna, Douglas Martin, Marc Potters, Henriette Prast, Philipp Schonbucher, Frederic Siboulet, Hugues Pirotte Speder, Ed Thorp, Kenneth Vetzal, Owen Walsh, Paul Wilmott On topics at the forefront of all quants’ minds

Psychology in Financial Markets
&gt
  • Measuring Country Risk as Implied Volatility
&gt
  • The Equity-to-Credit Proble
  • Introducing Variety in Risk Managemen
  • The Art and Science of Curve Buildin
  • Next Generation Models for Convertible Bonds with Credit Ris
  • Stochastic Volatility and Mean-variance Analysi
  • Cliquet Options and Volatility Model

     And many more.

     In all, 26 of the best

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