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New Directions in Mathematical Finance (The Wiley Finance Series) - Hardcover

 
9780471498179: New Directions in Mathematical Finance (The Wiley Finance Series)
Hardcover
ISBN 10: 0471498173 ISBN 13: 9780471498179
Verlag: Wiley, 2002

Inhaltsangabe

A compilation of the most respected authorities in financial engineering
Based around a conference on financial modeling held in Milan in December 1999, New Directions in Mathematical Finance brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. The contributions featured in this volume are all new items, based on each speaker's topic of presentation at the convention. Editors Paul Wilmott and Henrik Rasmussen include an introduction which pulls together the themes of the book.

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Über die Autorin bzw. den Autor

PAUL WILMOTT is a leading protagonist in quantitative finance. He has published many landmark books including Paul Wilmott on Quantitative Finance and Paul Wilmott Introduces Quantitative Finance (both published by John Wiley & Sons Ltd). If you want to learn more about him, try his quantitative finace e-zine.

HENRIK RASMUSSEN is a quantitative analyst at Schroder Salomon Smith Barney (Citigroup) in London, developing models and pricing tools for traders of exotic fixed-income and hybrid derivatives. He holds a Ph.D from the University of Cambridge and has held post-doctorate positions at universities in Britain, France and Italy. Currently, he is a visiting research fellow at the Oxford Centre for Industrial and Applied Mathematics (OCIAM), Mathematical Institute, University of Oxford.

Von der hinteren Coverseite

New ideas in quantitative finance are always welcome, especially so in recent years as new techniques have steadily gained in popularity and old techniques have become more sophisticated.

This book features new contributions from many highly regarded individuals, collected together by Paul Wilmott and Henrik Rasmussen. Subjects featured include new techniques for:
* Risk Management
* Equity Modelling
* Interest Rate Modelling
This book is a worthy addition to the canon of literature on quantitative finance.

Aus dem Klappentext

This book consists of many new and stimulating ideas on the subject of quantitative finance, often challenging conventionally held views. Many interesting models are discussed on a wide variety of subjects. These include mean-variance strategies, passport options and Value at Risk (VaR).

Many experts in quantitative finance have contributed to this book including:
* Isabelle Bajeux-Besnainou

* David Bakstein

* Christer Borell

* David Epstein

* Philip Hua

* Aldo Nassigh

* Antony Penaud

* Andrea Piazzetta

* Roland Portrait

* Henriette Prast

* Ferdinando Samaria

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Verlag
Wiley
Erscheinungsdatum
2002
Sprache
Englisch
ISBN 10 
0471498173
ISBN 13 
9780471498179
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
207
Herausgeber
Wilmott Paul, Rasmussen Henrik
Kontakt zum Hersteller
Wiley-VCH GmbH
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