Willmott, Paul (ed)

The Best of Wilmott / Paul Willmott - New York : John Wiley, 2005 - vii, 446p, 25cm.

v.1:Incorporating the quantitative finance review

This book shares some of the great insights that only delegates at QFR 2003 and gave some idea why Wilmott magazine is the most talked about periodical in the market. The articles cover a wide range of topics: Psychology in Financial Markets; Measuring Country Risk as Implied Volatility; The Equity-to-Credit Problem; Introducing Variety in Risk Management; The Art and Science of Curve Building Next Generation; Models for Convertible Bonds with Credit Risk; Stochastic Volatility and Mean-variance Analysis; Cliquet Options and Volatility Modelsetc.

0470023511


Money market
Options (Finance)
Risk management

332.6 / WIL