Paul Wilmott on “Quantitative Finance”, Second Edition provides a thoroughly updated look at derivatives and financial engineering.
In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book-in cartoon form, readers will be relieved to hear-to personally highlight and explain the key sections and issues discussed.
