Frequently Asked Questions In Quantitative Finance

Contents

Preface xiii

1 Quantitative Finance Timeline 1

2FAQs 19

3 The Most Popular Probability Distributions

and Their Uses in Finance 231

4 Ten Different Ways to Derive Black–Scholes 251

5 Models and Equations 275

6 The Black–Scholes Formulæ and the Greeks 299

7 Common Contracts 305

8 Popular Quant Books 327

9 The Most Popular Search Words and Phrases

on Wilmott.com 341

10 Brainteasers 349

11 Paul & Dominic’s Guide to Getting
a Quant Job 391