328 Frequently Asked Questions In Quantitative Finance

T

he following are the dozen most popular quant

books in thewilmott.combookshop since December

2001.

Paul Wilmott Introduces Quantitative

Finance by Paul Wilmott

‘‘The style is pedagogical and yet very lively and easygoing. As

only great teachers can, Wilmott makes even the most obtuse

mathematics seem easy and intuitive.’’ Marco Avellaneda

PublisherJohn Wiley & Sons

Publication date 2001

FormatPaperback+CD

ISBN 0471498629

An introductory text for students based on the three-volume

research-level bookPWOQF2, see below. The book covers

much of the foundation material for students approaching the

subject from an applied mathematician’s perspective. There

are chapters on derivatives, portfolio management, equity and

fixed income, as well as the numerical methods of Monte Carlo

simulation, the binomial method and finite-difference methods.