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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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The Best of Wilmott - Incorporating the Quantitative Finance Review V 1 (Hardcover)
Loot Price: R2,673
Discovery Miles 26 730
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The Best of Wilmott - Incorporating the Quantitative Finance Review V 1 (Hardcover)
Expected to ship within 12 - 17 working days
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November 11th 2003 saw a landmark event take place in London. As
the first conference designed for quants by quants the Quantitative
Finance Review 2003, moved away from the anonymous bazaars that
have become the norm, and instead delivered valuable information to
market practitioners with the greatest interest. The roster of
speakers was phenomenal, ranging from founding fathers to bright
young things, discussing the latest developments, with a specific
emphasis on the burgeoning field of credit derivatives. You really
had to be there. Until now, at least.
The Best of Wilmott 1: Including the latest research from
Quantitative Finance Review 2003 contains these first-class
articles, originally presented at the QFR 2003, along with a
collection of selected technical papers from Wilmott magazine. In
publishing this book we hope to share some of the great insights
that, until now, only delegates at QFR 2003 were privy to, and give
you some idea why Wilmott magazine is the most talked about
periodical in the market.
Including articles from luminaries such as Ed Thorp, Jean-Philippe
Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc
Potters, Peter Jaeckel and Paul Wilmott, this collection is a must
for anyone working in the field of quantitative finance. The
articles cover a wide range of topics:
* Psychology in Financial Markets
* Measuring Country Risk as Implied Volatility
* The Equity-to-Credit Problem
* Introducing Variety in Risk Management
* The Art and Science of Curve Building
* Next Generation Models for Convertible Bonds with Credit
Risk
* Stochastic Volatility and Mean-variance Analysis
* Cliquet Options and Volatility Models
And as they say at the end of (most) Bond movies The Best of
Wilmott... will return on an annual basis.
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