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Paul Wilmott Introduces Quantitative Finance

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Table of Contents

Preface. 1. Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures. 2. Derivatives. 3. The Binomial Model. 4. The random Behavior of Assets. 5. Elementary Stochastic Calculus. 6. The Black-Scholes Model. 7. Partial Differential Equations. 8. The Black-Scholes Formulae and the 'Greeks'. 9. Overview of Volatility Modeling. 10. How to Delta Hedge. 11. An Introduction to Exotic and Path-dependent Options. 12. Multi-asset Options. 13. Barrier Options. 14. Fixed-income Products and Analysis: Yield, Duration and Convexity. 15. Swaps. 16. One-factor Interest rate Modeling. 17. Yield Curve Fitting. 18. Interest rate Derivatives. 19. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models. 20. Investment Lessons from Blackjack and Gambling. 21. Portfolio Management. 22. Value at Risk. 23. Credit Risk. 24. RiskMetrics and CreditMetrics. 25. CrashMetrics. 26. Derivatives Ups. 27. Overview of Numerical Methods. 28. Finite-difference Methods for One-factor Models. 29. Monte Carl Simulation. 30. Numerical Integration. A. All the Math You Need...and No More (An Executive Summary). B. Forecasting the Markets? A Small Digression. C. A Trading Game. D. Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition. E. What You get if (when ) you upgrade to PWOQF2. Bibliography. Index.

About the Author

Paul Wilmott, described by the Financial Times as 'cult derivatives lecturer,' is one of the world's leading experts on quantitative finance and derivatives. He is the proprietor of an innovative magazine on quantitative finance and a highly popular community website ( He is the principal of the financial consultancy and training firm, Wilmott Associates, and the Course Director for the Certificate in Quantitative Finance. He has researched and published widely on financial engineering.

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