Frequently Asked Questions in Quantitative Finance by Wilmott, Paul -- Read -- Imperial Library of Trantor

Index

Title Page Copyright Page Dedication Frequently Asked Questions Preface About the author Chapter 1 - The Quantitative Finance Timeline

References and Further Reading

Chapter 2 - FAQs

What are the Different Types of Mathematics Found in Quantitative Finance? References and Further Reading What is Arbitrage? References and Further Reading What is Put-Call Parity? References and Further Reading What is the Central Limit Theorem and What are its Implications for Finance? References How is Risk Defined in Mathematical Terms? References What is Value at Risk and How is it Used? References and Further Reading What is CrashMetrics? References and Further Reading What is a Coherent Risk Measure and What are its Properties? References and Further Reading What is Modern Portfolio Theory? References and Further Reading What is the Capital Asset Pricing Model? References and Further Reading What is Arbitrage Pricing Theory? References and Further Reading What is Maximum Likelihood Estimation? References and Further Reading What is Cointegration? References and Further Reading What is the Kelly criterion? References and Further Reading Why Hedge? References and Further Reading What is Marking to Market and How Does it Affect Risk Management in Derivatives Trading? References and Further Reading What is the Efficient Markets Hypothesis? References and Further Reading What are the Most Useful Performance Measures? References and Further Reading What is a Utility Function and How is it Used? References and Further Reading What is Brownian Motion and What are its Uses in Finance? References and Further Reading What is Jensen’s Inequality and What is its Role in Finance? References and Further Reading What is Itô’s Lemma? References and Further Reading Why Does Risk-Neutral Valuation Work? References and Further Reading What is Girsanov’s Theorem, and Why is it Important in Finance? References and Further Reading What are the Greeks? References and Further Reading Why Do Quants Like Closed-Form Solutions? References and Further Reading What are the Forward and Backward Equations? References and Further Reading Which Numerical Method Should I Use and When? References and Further Reading What is Monte Carlo Simulation? References and Further Reading What is the Finite-difference Method? References and Further Reading What is a Jump-Diffusion Model and How Does It Affect Option Values? References and Further Reading What is Meant by “Complete” and “Incomplete” Markets? References and Further Reading What is Volatility? References and Further Reading What is the Volatility Smile? References and Further Reading What is GARCH? References and Further Reading How Do I Dynamically Hedge? References and Further Reading What is Dispersion Trading? References and Further Reading What is Bootstrapping Using Discount Factors? References and Further Reading What is the LIBOR Market Model and Its Principal Applications in Finance? References and Further Reading What is Meant by the ‘Value’ of a Contract? References and Further Reading What is Calibration? References and Further Reading What is the Market Price of Risk? References and Further Reading What is the Difference Between the Equilibrium Approach and the No-Arbitrage ... References and Further Reading How Good is the Assumption of Normal Distributions for Financial Returns? References and Further Reading How Robust is the Black-Scholes Model? References and Further Reading Why is the Lognormal Distribution Important? References and Further Reading What are Copulas and How are They Used in Quantitative Finance? References and Further Reading What is Asymptotic Analysis and How is It Used in Financial Modelling? References and Further Reading What is a Free-boundary Problem and What is the Optimal-Stopping Time for an ... References and Further Reading What are Low Discrepancy Numbers? References and Further Reading

Chapter 3 - The Most Popular Probability Distributions and Their Uses in Finance

References and further reading

Chapter 4 - Ten Different Ways to Derive Black-Scholes

Hedging and the Partial Differential Equation Martingales Change of Numeraire Local Time Parameters as Variables Continuous-time Limit of the Binomial Model CAPM Utility Theory A Diffusion Equation Black-Scholes for Accountants References and Further Reading

Chapter 5 - Models and Equations

Equity, Foreign Exchange and Commodities Fixed Income Credit References and Further Reading

Chapter 6 - The Black-Scholes Formulæ and the Greeks Chapter 7 - Common Contracts

Things to Look Out for in Exotic Contracts Examples

Chapter 8 - Popular Quant Books

Paul Wilmott Introduces Quantitative Finance by Paul Wilmott Paul Wilmott On Quantitative Finance by Paul Wilmott Advanced Modelling in Finance Using Excel and VBA by Mary Jackson and Mike Staunton Option Valuation under Stochastic Volatility by Alan Lewis The Concepts and Practice of Mathematical Finance by Mark Joshi C++ Design Patterns and Derivatives Pricing by Mark Joshi Heard on the Street by Timothy Crack Monte Carlo Methods in Finance by Peter Jäckel Credit Derivatives Pricing Models by Philipp Schönbucher Principles of Financial Engineering by Salih Neftci Options, Futures, and Other Derivatives by John Hull The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug

Chapter 9 - The Most Popular Search Words and Phrases on Wilmott.com Chapter 10 - Brainteasers

The Questions The Answers

Chapter 11 - Paul & Dominic’s Guide to Getting a Quant Job

Introduction Writing a CV Interviews Appearance What People Get Wrong More

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