Das Beste von Wilmott 1: Einbeziehung der quantitativen Finanzbewertung von Wilmott-

Ursprünglicher Text
The Best of Wilmott 1: Incorporating the Quantitative Finance Review by Wilmott
AlibrisBooks
(464725)
Angemeldet als gewerblicher Verkäufer
US $136,61
Ca.EUR 116,90
Artikelzustand:
Gut
Ganz entspannt. Rückgaben akzeptiert.
Versand:
Kostenlos Standard Shipping.
Standort: Sparks, Nevada, USA
Lieferung:
Lieferung zwischen Sa, 6. Sep und Fr, 12. Sep nach 94104 bei heutigem Zahlungseingang
Liefertermine - wird in neuem Fenster oder Tab geöffnet berücksichtigen die Bearbeitungszeit des Verkäufers, die PLZ des Artikelstandorts und des Zielorts sowie den Annahmezeitpunkt und sind abhängig vom gewählten Versandservice und dem ZahlungseingangZahlungseingang - wird ein neuem Fenster oder Tab geöffnet. Insbesondere während saisonaler Spitzenzeiten können die Lieferzeiten abweichen.
Rücknahme:
30 Tage Rückgabe. Käufer zahlt Rückversand. Wenn Sie ein eBay-Versandetikett verwenden, werden die Kosten dafür von Ihrer Rückerstattung abgezogen.
Zahlungen:
   Diners Club 

Sicher einkaufen

eBay-Käuferschutz
Geld zurück, wenn etwas mit diesem Artikel nicht stimmt. Mehr erfahreneBay-Käuferschutz - wird in neuem Fenster oder Tab geöffnet

  • Gratis Rückversand im Inland
  • Punkte für jeden Kauf und Verkauf
  • Exklusive Plus-Deals
Der Verkäufer ist für dieses Angebot verantwortlich.
eBay-Artikelnr.:285812071479
Zuletzt aktualisiert am 01. Sep. 2025 03:43:07 MESZAlle Änderungen ansehenAlle Änderungen ansehen

Artikelmerkmale

Artikelzustand
Gut: Buch, das gelesen wurde, sich aber in einem guten Zustand befindet. Der Einband weist nur sehr ...
Publication Date
2004-10-27
ISBN
9780470023518
Kategorie

Über dieses Produkt

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0470023511
ISBN-13
9780470023518
eBay Product ID (ePID)
30901059

Product Key Features

Book Title
Best of Wilmott 1 Vol. 1 : Incorporating the Quantitative Finance Review
Number of Pages
458 Pages
Language
English
Publication Year
2004
Topic
Accounting / General, Finance / General
Illustrator
Yes
Genre
Business & Economics
Author
Paul Wilmott
Format
Hardcover

Dimensions

Item Height
1.1 in
Item Weight
33.7 Oz
Item Length
9.7 in
Item Width
7.4 in

Additional Product Features

Intended Audience
Trade
LCCN
2005-275488
TitleLeading
The
Dewey Edition
22
Dewey Decimal
332.64/5
Table Of Content
Introduction (Paul Wilmott). I. Education in Quantitative Finance (Riaz Ahmad). II. FinancialCAD (Owen Walsh). III, Quantitative Finance Review 2003 (Dan Tudball). Chapter 1: Rewind (Dan Tudball) Chapter 2: In for the Count (Dan Tudball). Chapter 3: A Perspective on Quantitative Finance: Models for Beating the Market (Ed Thorp). Chapter 4: Psychology in Financial Markets (Henriëtte Prast). Chapter 5: Credit Risk Appraisal: From the Firm Structural Approach to Modern Probabilistic Methodologies (Hugues E. Pirotte Spéder). Chapter 6: Modelling and Measuring Sovereign Credit Risk (Ephraim Clark). Chapter 7: The Equity-to-credit Problem (or the Story of Calibration, Co-calibration and Re-calibration) (Elie Ayache). Chapter 8: Measuring Country Risk as Implied Volatility (Ephraim Clark). Chapter 9: Next Generation Models for Convertible Bonds with Credit Risk (E. Ayache, P. A. Forsyth and K. R. Vetzal). Chapter 10: First to Default Swaps (Antony Penaud and James Selfe). Chapter 11: Taken to the Limit: Simple and Not-so-simple Loan Loss Distributions (Philipp J. Schönbucher) Chapter 12: Sovereign Debt Default Risk: Quantifying the (Un)Willingness to Pay (Ephraim Clark). Chapter 13: Chord of Association (Aaron Brown). Chapter 14: Introducing Variety in Risk Management (Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud and Marc Potters). Chapter 15: Alternative Large Risks Hedging Strategies for Options (F. Selmi and Jean-Philippe Bouchaud). Chapter 16: On Exercising American Options: The Risk of Making More Money than You Expected (Hyungsok Ahn and Paul Wilmott). Chapter 17: Phi-alpha Optimal Portfolios and Extreme Risk Management (R. Douglas Martin, Svetlozar (Zari) Rachev, and Frederic Siboulet). Chapter 18: Managing Smile Risk (Patrick S. Hagan, Deep Kumar, Andrew S. Lesniewski and Diana E. Woodward). Chapter 19: Adjusters: Turning Good Prices into Great Prices (Patrick S. Hagan). Chapter 20: Convexity Conundrums: Pricing CMS Swaps, Caps, and Floors (Patrick S. Hagan). Chapter 21: Mind the Cap (Peter Jäckel). Chapter 22: The Art and Science of Curve Building (Owen Walsh). Chapter 23: Stochastic Volatility Models: Past, Present and Future (Peter Jäckel). Chapter 24: Cliquet Options and Volatility Models (Paul Wilmott). Chapter 25: Long Memory and Regime Shifts in Asset Volatility (Jonathan Kinlay). Chapter 26: Heston's Stochastic Volatility Model: Implementation, Calibration and Some Extensions (Sergei Mikhailov and Ulrich Nögel). Chapter 27: Forward-start Options in Stochastic Volatility Models (Vladimir Lucic). Chapter 28: Stochastic Volatility and Mean-variance Analysis (Hyungsok Ahn and Paul Wilmott). Index.
Synopsis
November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Incorporating the Quantitative Finance Review contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: Psychology in Financial Markets Measuring Country Risk as Implied Volatility The Equity-to-Credit Problem Introducing Variety in Risk Management The Art and Science of Curve Building Next Generation Models for Convertible Bonds with Credit Risk Stochastic Volatility and Mean-variance Analysis Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott will return on an annual basis., November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Including the latest research from Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: * Psychology in Financial Markets * Measuring Country Risk as Implied Volatility * The Equity-to-Credit Problem * Introducing Variety in Risk Management * The Art and Science of Curve Building * Next Generation Models for Convertible Bonds with Credit Risk * Stochastic Volatility and Mean-variance Analysis * Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott... will return on an annual basis., NOVEMBER 11TH 2003 saw a landmark event take place in London. As the first conference designed for quants by quants, the Quantitative Finance Review 2003 moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Incorporating the Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: Psychology in Financial Markets Measuring Country Risk as Implied Volatility The Equity-to-Credit Problem Introducing Variety in Risk Management The Art and Science of Curve Building Next Generation Models for Convertible Bonds with Credit Risk Stochastic Volatility and Mean-variance Analysis Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott . . . will return on an annual basis., The Best of Wilmott Vol. 1 is a compilation of technical papers from the first year of Wilmott magazine, complementing the lectures presented at the Quantitative Finance Review in November 2003. This invaluable resource includes first-class, original articles from such stellar researchers as Hyungsok Ahn, Jean-Philippe Bouchaud.
LC Classification Number
HG106.B42 2005

Artikelbeschreibung des Verkäufers

Rechtliche Informationen des Verkäufers

Ich versichere, dass alle meine Verkaufsaktivitäten in Übereinstimmung mit allen geltenden Gesetzen und Vorschriften der EU erfolgen.
Info zu diesem Verkäufer

AlibrisBooks

98,6% positive Bewertungen2,0 Mio. Artikel verkauft

Mitglied seit Mai 2008
Antwortet meist innerhalb 24 Stunden
Angemeldet als gewerblicher Verkäufer
Alibris is the premier online marketplace for independent sellers of new & used books, as well as rare & collectible titles. We connect people who love books to thousands of independent sellers around ...
Mehr anzeigen
Shop besuchenKontakt

Detaillierte Verkäuferbewertungen

Durchschnitt in den letzten 12 Monaten
Genaue Beschreibung
4.9
Angemessene Versandkosten
5.0
Lieferzeit
5.0
Kommunikation
5.0

Verkäuferbewertungen (517.138)

Alle Bewertungen
Positiv
Neutral
Negativ
  • e***n (390)- Bewertung vom Käufer.
    Letzter Monat
    Bestätigter Kauf
    Great transaction, exactly as described, packed well, and promptly shipped on August 6th. Unfortunately the U.S. Postal Service took 23 calendar days to deliver the book. It was shipped from Pennsylvania, to Atlanta, past Alabama to Texas, enjoyed several days in Texas, then to Minneapolis, Jacksonville, Florida, back to Atlanta, finally to Birmingham, and Huntsville. The seller was very responsive and I decided it was interesting to see if/how the book would arrive. Thanks, Joe
  • m***m (2319)- Bewertung vom Käufer.
    Letzte 6 Monate
    Bestätigter Kauf
    I’m thrilled with my recent purchase . The website was user-friendly, and the product descriptions were accurate. Customer service was prompt and helpful, answering all my questions. My order arrived quickly, well-packaged, and the product exceeded my expectations in quality. I’m impressed with the attention to detail and the overall experience. I’ll definitely shop here again and highly recommend from this seller to others. Thank you for a fantastic experience!
  • _***b (56)- Bewertung vom Käufer.
    Letzter Monat
    Bestätigter Kauf
    I gave 5 stars on shipping because i sent 2 separate emails + they responded with helpful info, even though it arrived late. This was a great value with free shipping + the condition is very good, better than advertised 🙂! The overall quality and appearance is excellent! I highly recommend this seller and give them 👍👍👍👍