Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
By Paul Wilmott
Publisher: Wiley
Number Of Pages: 1500
Publication Date: 2006-03-10
ISBN-10 / ASIN: 0470018704
ISBN-13 / EAN: 9780470018705
Binding: Hardcover

CFA、CQF核心教材，不用多说了吧，以下是第二部分简介：精美pdf版

contents of volume two
PART TWO EXOTIC CONTRACTS AND PATH DEPENDENCY 365
22 An Introduction to Exotic and Path-dependent Derivatives 367
23 Barrier Options 385
24 Strongly Path-dependent Derivatives 417
25 Asian Options 427
26 Lookback Options 445
27 Derivatives and Stochastic Control 453
28 Miscellaneous Exotics 461
29 Equity and FX Term Sheets 481
PART THREE FIXED-INCOME MODELING AND DERIVATIVES 507
30 One-factor Interest Rate Modeling 509
31 Yield Curve Fitting 525
32 Interest Rate Derivatives 533
33 Convertible Bonds 553
34 Mortgage-backed Securities 571
35 Multi-factor Interest Rate Modeling 581
36 Empirical Behavior of the Spot Interest Rate 595
37 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 609
38 Fixed-income Term Sheets 627
PART FOUR CREDIT RISK 637
39 Value of the Firm and the Risk of Default 639
40 Credit Risk 649