Willmott, Paul (ed)

The Best of Wilmott / Paul Willmott - Chichester : John Wiley, 2005 - xiii, 390p, 25cm.

This is a compilation of Wilmott magazine articles and presentations. It has included some of the very best in cutting-edge research, and the most illuminating of their regular columns. The technical papers include state-of-the-art pricing tools and models. Volatility is the big unknown as far as pricing and hedging is concerned. This book presents research in this area from some of the best newcomers in this field.

0470017384


Derivative securities
Finance--Mathematical models
Options (Finance)
Risk management

332.645 / WIL