Paul Wilmott on quantitative finance / Paul Wilmott.

Incluye un CD acompanante Paul Wilmott On Quantitative Finance, Second Edition. There are three folders on the CD, Spreadsheets and VBA, Standalones and Wilmott magazine Lyceum. In the Spreadsheets and VBA folder There are 30 Excel workbooks. Each corresponds to a chapter of Paul Wilmott On Quantitative Finance. (Many chapters don't have workbooks.) Each workbook typically has several sheets. In order to run some macros you may need to install an add\in to Excel called Solver. When you install Excel, the standard installation does not include this add\in. If Solver is not installed you will need to re\run the Excel setup program and select this component before the macros will work. C++ versions of some of these programs are also available, just email paul@wilmott.com if you would like these emailed to you. In the Standalones folder there are nine simple programs useful for calculating various simple quantities, such as option values, greeks etc. In the Wilmott magazine.

Incluye referencias bibliográficas e índice.

V.1 Mathematical and financial foundations; basic theory of derivatives; risk and return. \\ V.2 Exotic contracts and path dependency; fixed income modeling and derivatives; credit risk. \\ V.3 Advanced topics; numerical methods and programs.