Paul Wilmott 
Paul Wilmott Introduces Quantitative Finance [PDF ebook] 

In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement.

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Preface.



Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures.



Derivatives.



Predicting the Markets? A Small Digression.



All the Math You Need … and No More (An Executive Summary).



The Binomial Model.



The Random Behavior of Assets.



Elementary Stochastic Calculus.



The Black–Scholes Model.



Partial Differential Equations.



The Black–Scholes Formulas and the ‘Greeks’.



Multi-Asset Options.



An Introduction to Exotic and Path-Dependent Options.



Barrier Options.



Fixed-Income Products and Analysis: Yield, Duration and Convexity.



Swaps.



One-Factor Interest Rate Modeling.



Interest Rate Derivatives.



Heath, Jarrow and Morton.



Portfolio Management.



Value at Risk.



Credit Risk.



Risk Metrics and Credit Metrics.



Crash Metrics.



Derivatives **** Ups.



Finite-Difference Methods for One-Factor Models.



Monte Carlo Simulation and Related Methods.



Appendix A: A Trading Game.



Appendix B: What You Get If (When) You Upgrade …



Contents of the CD.



Bibliography.



Index.

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PAUL WILLMOTT, described by the Financial Times as ‘cult derivatives lecturer, ‘ is one of the world’s leading experts on quantitative finance and derivatives.

He is proprietor of an innovative magazine on quantitative finance and principal of the financial consultancy and training firm, Wilmott Associates. He has written and published widely on quantitative finance. See also his personal website