From the Publisher:
Paul Wilmott offers an in-depth discussion of derivatives, systematically and logically explaining their applications. This book leads the reader through the whole process and provides not just theory but actual answers applicable to today's marketplace.
Review:
"The longest and most inclusive book ever written about derivatives - a necessary reference for serious derivatives students." - Mark Rubinstein, Paul Stephens Professor of Applied Investment Analysis, University of California at Berkeley.
"Likely to become the bible of financial engineering." - Philippe Jorion, Professor of Finance, Graduate School of Management, University of California-Irvine
"Paul Wilmott is the Carl Sagan of quantitative finance... a brilliant academic and researcher. His latest book is a mammoth undertaking... a book worth writing and a book worth reading... I have no hesitation commending it to a wide spectrum of readers." - Rudi Bogni, Chief Executive, Private Banking, and Member of the Group Executive Board, UBS
"Derivatives is a monumental achievement. Paul Wilmott uses his deep knowledge of key mathematical concepts and his practical Wall Street experience to produce an authoritative book on financial mathematics. This is a stimulating book with many motivating examples and exercises based on real-world data and problems." - Richard Skora, President, Skora & Company Incorporated
"Just what I would have expected from an immensely talented individual. An authoritative, friendly guide to the complex world of derivative analysis." - Edmond Levy, Specialized Derivatives Group, HSBC Midland
"Paul Wilmott's book provides a refreshing look at option pricing. His views are always interesting, often original, sometimes provocative." - Riccardo Rebonato, Director and Head of Research at Barclays Capital
"As good as Paul Wilmott is as a teacher of accurate pricing methods for finance, he is obviously not a very good student as he has completely under-priced his book! A book of this breadth and depth which is not merely a regurgitation of work published by others but contains truly original research is cheap at double the price." - Keesup Choe, Head of Arbitrage, Nomura International
"Wilmott... knows what it takes to be both comprehensive and pedagogical. Even though he is a mathematician by training he has this rare skill to correctly twist the maths until they confess the underlying economics. Read this book and you'll be converted!" - Eric Briys, International Fixed Income Research, Lehman Brothers
"I have read with great pleasure this new book by Paul Wilmott who, once again, has produced a 'classic' in the field!... The style is pedagogical and yet very lively and easygoing. As only great teachers can, Wilmott makes even the most abstruse mathematics seem easy and intuitive. I will gladly recommend this book to graduate students and professionals in the field." - Marco Avellaneda, Professor of Mathematics and Director, Division of Quantitative Finance, Courant Institute of Mathematical Science, New York University.
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