EUR 29,88
  • Tutti i prezzi includono l'IVA.
Disponibilità: solo 6 --ordina subito (ulteriori in arrivo).
Venduto e spedito da Amazon. Confezione regalo disponibile.
Frequently Asked Question... è stato aggiunto al tuo carrello

Spedire a:
Per vedere gli indirizzi, per favore
Oppure
Inserisci un codice postale corretto.
Oppure
Ne hai uno da vendere?
Passa al retro Passa al fronte
Ascolta Riproduzione in corso... In pausa   Stai ascoltando un campione dell'edizione audio udibile.
Maggiori informazioni
Visualizza tutte le 2 immagini

Frequently Asked Questions in Quantitative Finance (Inglese) Copertina flessibile – 25 set 2009

5.0 su 5 stelle 1 recensione cliente

Visualizza tutti i 2 formati e le edizioni Nascondi altri formati ed edizioni
Prezzo Amazon
Nuovo a partire da Usato da
Formato Kindle
"Ti preghiamo di riprovare"
Copertina flessibile
"Ti preghiamo di riprovare"
EUR 29,88
EUR 26,97 EUR 30,62
Nota: Questo articolo può essere consegnato in un punto di ritiro. Dettagli
Ritira il tuo ordine dove e quando preferisci.
  • Scegli tra gli oltre 8.500 punti di ritiro in Italia
  • I clienti Prime beneficiano di consegne illimitate presso i punti di ritiro senza costi aggiuntivi
Come inviare un ordine presso un punto di ritiro Amazon.
  1. Trova il tuo punto di ritiro preferito ed aggiungilo alla tua rubrica degli indirizzi
  2. Indica il punto di ritiro in cui vuoi ricevere il tuo ordine nella pagina di conferma d’ordine
Maggiori informazioni
click to open popover

Descrizione prodotto

Dalla quarta di copertina

Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you′d better know what you are doing, there′s now a big responsibility on your shoulders.

In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed–down depths, and to drag it back down to earth from the super–sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend.

And that′s what this book is about.

This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black–Scholes (a dozen different ways!), the popular models, equations, formulae and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars!

I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you′ll join me and others in this industry on the discussion forum on wilmott.com. See you there!

FAQQF2...including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight–talking, the Modellers′ Manifesto and lots more.

L'autore

Paul Wilmott has been called "the smartest of the quants, he may be the only smart quant" ( Portfolio magazine/Nassim Nicholas Taleb), "cult derivatives lecturer" ( Financial Times), "the finance industry′s Mozart" ( Sunday Business), and "financial mathematics guru" (BBC).

Non è necessario possedere un dispositivo Kindle. Scarica una delle app Kindle gratuite per iniziare a leggere i libri Kindle sul tuo smartphone, tablet e computer.

  • Apple
  • Android
  • Windows Phone

Per scaricare una app gratuita, inserisci il numero di cellulare.



Dettagli prodotto

  • Copertina flessibile: 608 pagine
  • Editore: John Wiley & Sons Inc; 2 edizione (25 settembre 2009)
  • Collana: Frequently Asked Questions
  • Lingua: Inglese
  • ISBN-10: 0470748753
  • ISBN-13: 978-0470748756
  • Peso di spedizione: 780 g
  • Media recensioni: 5.0 su 5 stelle  Visualizza tutte le recensioni (1 recensione cliente)
  • Posizione nella classifica Bestseller di Amazon: n. 16.503 in Libri in altre lingue (Visualizza i Top 100 nella categoria Libri in altre lingue)
  • Visualizza indice completo
  • Garanzia e recesso: Se vuoi restituire un prodotto entro 30 giorni dal ricevimento perché hai cambiato idea, consulta la nostra pagina d'aiuto sul Diritto di Recesso. Se hai ricevuto un prodotto difettoso o danneggiato consulta la nostra pagina d'aiuto sulla Garanzia Legale. Per informazioni specifiche sugli acquisti effettuati su Marketplace consultaMaggiori informazioni la nostra pagina d'aiuto su Resi e rimborsi per articoli Marketplace.

    Se sei un venditore per questo prodotto, desideri suggerire aggiornamenti tramite il supporto venditore?

Recensioni clienti

5.0 su 5 stelle
5 stelle
1
4 stelle
0
3 stelle
0
2 stelle
0
1 stella
0
Vedi la recensione del cliente
Condividi la tua opinione con altri clienti

Principali recensioni dei clienti

Formato: Copertina flessibile Acquisto verificato
This books has vastly deepened my understanding of quantitative finance and derivatives pricing. It's a great complementary reading to courses and books in quantitative finance. I do not see too much as a source for those who have little time to prepare a quant interview, but rather a pretty general reading on the topic. You will get many new inputs on practical issues.
Commento Questa recensione ti è stata utile? No Invio feedback...
Grazie del feedback.
Spiacenti, non siamo stati in grado di registrare il voto. Provare di nuovo.
Segnala un abuso

Le recensioni clienti più utili su Amazon.com (beta) (Potrebbero essere presenti recensioni del programma "Early Reviewer Rewards")

Amazon.com: 4.1 su 5 stelle 12 recensioni
4 di 4 persone hanno trovato utile la seguente recensione
5.0 su 5 stelle FAQ 23 luglio 2011
Di Palle E T Jorgensen - Pubblicato su Amazon.com
Formato: Copertina flessibile Acquisto verificato
I believe that this book accomplishes its intention: help students and users to get a quick entry into the subjects of use in finance.

One first impression that jumped out was the author's (PW) delightful sense of humor. ("Magicians and mathematicians!")
PW has taught and practiced this stuff, and it shows.

A big part is mathematical finance, and a big part of this is based on certain stochastic differential equations, the Black-Scholes equation for the computation of the value of options.

It uses the geometric Brownian motion which is also explained from a practical viewpoint.
The book takes both a narrow and a wide view.
Illustration: (i) It offers both short answers and long ones; the latter include mathematical formulae.

(ii) For the particular tasks at hand, the author offers an overview of the tools needed, mathematical tools figuring prominently.
(iii) List of keywords, with enlightening discussion and answers. Guides to the literature, etc.

(vi) There is a list of options and derivatives that are used: Accrual, American, European, Asian, Asset swap, Balloon option, Barrier option, Basket option, Bermuda option, Call and put options, Cap, Cliquet option, and more.

The book concludes with a list of tips for folks interviewing in banks and in the financial industry: typical questions! What to say, and what not! Review by Palle Jorgensen, July 2011.
5.0 su 5 stelle This is by far the most useful quant interview book out there 24 maggio 2017
Di M. Kovarik - Pubblicato su Amazon.com
Formato: Copertina flessibile Acquisto verificato
A really concise overview of "must know" topics in classical quant finance. This is by far the most useful
quant interview book out there. In addition to a FAQ, it has book recommendations, a list of important
models, and brain teasers.
33 di 34 persone hanno trovato utile la seguente recensione
5.0 su 5 stelle Excellent Review of Quantitative Finance Topics 5 marzo 2008
Di Shafik Yaghmour - Pubblicato su Amazon.com
Formato: Copertina flessibile Acquisto verificato
I am working through my master's degree in Financial Engineering (quantitative track) and this book is almost bar-none one of the best references I have found. It starts out with a FAQ that covers almost all of the important questions such as:

-What are the different types of Mathematics found in Quantitative Finance?
-What is CAPM?
-What is Maximum Likelihood Estimation?
-What is Ito's lemma?
-What are the 'greeks'?
-How robust is the Black-Scholes model?

The answers are short yet at the same time very useful. Each answer has well thought out examples that allow you to get to the core of the topic. At the end of each answer there are references if you want to explore the topic in more detail.

The book then has sections on:

-Most Popular Probability Distributions and Their Uses in Finance
-Ten Different Ways to Derive Black-Scholes
-Models and Equations
-The Black-Scholes formula and the Greeks
-Common Contracts
-Popular Quant Books
-The Most Popular Search Words and Phrases on [...]
-Brainteasers
-Paul & Dominic's Guide to Getting a Quant Job

It is clearly not a text-book, it covers a lot of ground in a little more than 400 pages but it is a useful reference and if you need a review this will fill the purpose. It is definitely not the place to start your learning for that you will need to check out books such as: Neftci's "Principles of Financial Engineering", Hull's "Options, Futures and Other Derivatives" and Shreve's "Stochastic Calculus for Finance" I and II. Once you have started out this can help you fill in holes and figure out where you need to focus on.
3.0 su 5 stelle Three Stars 11 maggio 2017
Di Sean Xiao - Pubblicato su Amazon.com
Formato: Formato Kindle Acquisto verificato
Not very useful. Perhaps you need to have solid financial math background before reading this book
12 di 14 persone hanno trovato utile la seguente recensione
4.0 su 5 stelle The unfair advantage 9 gennaio 2009
Di LJ Haasbroek - Pubblicato su Amazon.com
Formato: Copertina flessibile Acquisto verificato
If you have been away from the office for long or have been busy on a long boring project for months, this is the book to refresh your memory before you get back to quant world. It contains lots of quantitative finance-related need-to-know and a bit of nice-to-know information. It is written in a question-followed-by-answer format in witty English. Mostly questions collected from the online Wilmott FAQ project are featured. For those in a hurry short answers are provided first. For more detail a long answer including some math is also shown. When you start reading the FAQ section you do not want to stop which is a good thing. In a way the ease with which so much need-to-know information is made available makes you feel you are cheating - getting a sort-of unfair advantage on quant knowledge.

However, some sections, for example the quant finance time line, brainteasers, frequent Wilmott search phrases and how to write a CV and prepare for a job interview seemed a bit out of place given the title of the book. Although these added nice-to-know sections may be useful to some, like those looking for a quant job, it dilutes the focus of the book somewhat. At the time of writing this it is also nearly twice as expensive as competing books e.g. Heard on the Street: Quantitative Questions from Wall Street Job Interviews and Starting Your Career as a Wall Street Quant: A Practical, No-BS Guide to Getting a Job in Quantitative Finance and Launching a Lucrative Career putting a question mark on the value for money. Still, overall I think it is a very useful book for quant students and practitioners.