Paul Wilmott Introduces Quantitative Finance
by Paul Wilmott · first published 2001
3mentions
1recommended by
3HN commenters
2013–2023first – last mentioned
33% recommend67% neutral
In this updated student edition, Paul Wilmott updates and extends his earlier classic, Derivatives: The Theory and Practice of Financial Engineering. Included on CD are numerous Bloomberg screen dumps to illustrate, in real terms, the points raised in the book, along with essential Visual basic code, spreadsheet explanations of the models, and the reproduction of term sheets and option classification tables. The author presents all the current financial theories in a manner designed to make them easy to understand and implement. Note: CD-ROM/DVD and other supplementary materials are not incl
Affiliate links. As an Amazon Associate I earn from qualifying purchases.
1) Diaspora - Greg Egan. Absolutely changed my world view regarding our place in the universe, the nature of conscious minds, and the potential for post-biological life. 2) Paul Wilmott Introduces Quantitative Finance. Pulled this off the shelf at random in a book store 3-4 years ago and found out that modern Finance involves a bunch of mathematics and programming. Started me on a course of learning everything I could…
on “Ask HN: Which two books were the most influential on you?” ↗…intriguing. In part because I haven't fully grokked the discrete-vs-continuous interest difference yet (also haven't tried very hard -- just remember being a bit surprised by some things mentioned in Paul Wilmott Introduces Quantitative Finance). I liked the intuition of simply "owning very many such bills" reducing to the expectation.
on “The art of solving problems with Monte Carlo simulations” ↗Paul Wilmott Introduces Quantitative Finance
on “Businesses are in for a mighty debt hangover” ↗