Frequently Asked Questions In Quantitative Finance

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Frequently Asked Questions In Quantitative Finance ...

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Frequently Asked Questions In Quantitative Finance Including key models, important formulæ, common contracts, a history of quant ...

Copyright2007 Paul Wilmott. Published in 2007 by John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex ...

To my parents ...

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Contents Preface xiii 1 Quantitative Finance Timeline 1 2FAQs 19 3 The Most Popular Probability Distributions and Their Uses in ...

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FrequentlyAsked Questions What are the different types of Mathematics found in Quantitative Finance? 20 What is arbitrage? 25 W ...

x FREQUENTLY ASKED QUESTIONS What are the most useful performance measures? 87 What is a utility function and how is it used? 9 ...

FREQUENTLY ASKED QUESTIONS xi What is bootstrapping using discount factors? 179 What is the LIBOR Market Model and its principl ...

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Preface ...

xiv PREFACE This book grew out of a suggestion bywilmott.comMem- ber ‘bayes’ for a Forum (as in ‘internet discussion group’) ded ...

PREFACE xv I would like to thank all Members of the forum for their participation and in particular the following, more pro- lif ...

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Chapter 1 TheQuantitative FinanceTimeline ...