Paul Wilmott introduces quantitative finance (2nd ed)

This new edition of "Paul Wilmott Introduces Quantitative Finance" includes an update of all chapters in line with the updates in the new "Paul Wilmott on Quantitative Finance Second Edition", along with a new CD-ROM.

It provides a comprehensive introduction to both traditional and new derivatives and financial engineering techniques and is suitable for students and those who are new to the area.

It is a highly accessible introduction to both the classical and less traditional quantitative models and methods that underlie the modern-day world of derivative contract valuation and risk management.

It includes numerous Bloomberg screen dumps, essential Visual Basic code, spreadsheet explanations of the models, and reproduction of termsheets and option classification models.

It contains 40 per cent new material including coverage of: How to Hedge, Yield Curve Fitting, Black Jack, An Overview of American Methods, Modelling Volatility.

It includes revised and extra chapters on the Binomial model, and simulation and integration.

It includes all exercises from "Wilmott's Derivatives: The Theory and Practice of Financial Engineering".