名称 CQF教程之Paul Wilmott Introduces Quantitative Finance
页数 724pages
作者 Paul Wilmott
大小 5.8M
类型 rar
语言 英文
Preface
1 Products and Markets:Equities,Commodities,Exchange Rates,Forwards and Futures
2 Derivatives
3 Predicting the Markets?A Small Digression
4 All the Math You Need and No More (An Executive Summary)
5 The Binomial Model
6 The Random Behavior of Assets
7 Elementary Stochastic Calculus
8 The Black-Scholes Model
9 Partial Differential Equations
10 The Black-Scholes Formulas and the 'Greeks'
11 Multi-Asset Options
12 An Introduction to Exotic and Path-Dependent Options
13 Barrier Options
14 Fixed-Income Products and Analysis:Yield,Duration and Convexity
15 Swaps
16 One-Factor Interest Rate Modeling
17 Interest Rate Derivatives
18 Heath,Jarrow and Morton
19 Portfolio Management
20 Value at Risk
21 Credit Risk
22 RiskMetrics and CreditMetrics
23 CrashMetrics
24 Derivatives****Ups
25 Finite-Difference Methods for One-Factor Models
26 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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[此贴子已经被作者于2009-1-31 17:05:15编辑过]


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