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In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering.
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The last three chapters are on the numerical methods you will need for pricing.In this book I present classical quantitative finance.The accompanying CD contains spreadsheets and Visual Basic programs implementing many of the techniques described in the text.You can also find an Instructors Manual at m/go/pwiqf2 containing answers to the end-of-chapter questions in this book.
The author presents all the current financial theories in a manner designed to make them easy to understand and implement.
Pwoqf is, I am told, a standard text within the banking industry, but.
Little prior knowledge is assumed, other than basic calculus, even stochastic calculus is explained here in a simple, accessible way.There are more mathematical techniques for valuing exotic options and more markets are covered.The technical complexity is never that great, nor need.In the more advanced subjects, such as credit risk, the mathematics is kept to a minimum.Business, equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance).However, I hope that youll eventually upgrade, perhaps when you go on to more advanced, research-based studies, or take that job on The Street.Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.