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About this product
- DescriptionThe Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models. You'll tice there's a bias towards volatility modelling in the book. Of course, it's one of my favourite topics, but volatility is also the big unkwn as far as pricing and hedging is concerned. We present research in this area from some of the best newcomers in this field. You'll see ideas that make a mockery of 'received wisdom,' ideas that are truly paradigm shattering - for we aren't content with a mere 'shift.' We kw you'll enjoy it! The Best of Wilmott will return again next year...
- Author BiographyDr Paul Wilmott has been described by the Financial Times as the cult derivatives lecturer. He has for many years been a financial consultant specializing in derivatives, risk management and quantitative finance. He is the author of the best-selling Paul Wilmott Introduces Quantitative Finance (Wiley 2000) and Paul Wilmott on Quantitative Finance (Wiley 2001). He has written over 100 research articles on finance and mathematics. Dr Wilmott runs www.wilmott.com, the popular quantitative finance community website, the quant magazine Wilmott and is the Course Director for the Certificate in Quantitative Finance, www.7city.com/cqf. Paul Wilmott is a partner in a statistical arbitrage hedge fund.
- PublisherJohn Wiley and Sons Ltd
- Date of Publication07/10/2005
- SubjectFinance & Accounting
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight1058 g
- Width199 mm
- Height252 mm
- Spine28 mm
- Edited byPaul Wilmott
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