Wilmott杂志精选2/THE BEST OF WILMOTT 2 在线下载 pdf mobi 2025 epub 电子版

　　The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns.

The technical papers include state-of-the-art pricing tools and models. You'll notice there's a bias towards volatility modelling in the book. Of course, it's one of my favourite topics, but volatility is also the big unknown as far as pricing and hedging is concerned. We present research in this area from some of the best newcomers in this field. You'll see ideas that make a mockery of 'received wisdom,' ideas that are truly paradigm shattering - for we aren't content with a mere 'shift.'

We know you'll enjoy it!

The Best of Wilmott will return again next year...

Preface

Foreword (Elie Ayache)

Chapter 1 Time’s Up (Dan Tudball)

Chapter 2 First Cause (Dan Tudball)

Chapter 3 Know Your Weapon I (Espen Gaarder Haug)

Chapter 4 Know Your Weapon II (Espen Gaarder Haug)

Chapter 5 Take a Chance (Bill Ziemba)

Chapter 6 Good and Bad Properties of the Kelly Criterion (Bill Ziemba)

Chapter 7 Mathematics of Gambling and Investment (Bill Ziemba)

Chapter 8 Efficient estimates for valuing American options (Mike Staunton)

Chapter 9 The Relative Valuation of an Equity Price Index (Ruben D Cohen)

Chapter 10 What the spreadsheet said to the database, just before the regulator shut down the trading floor (Brian Sentance)

Chapter 11 Ask Marilyn and Win a Car (Henriette Prast)

Chapter 12 Risk: The Ugly History (Aaron Brown)

Chapter 13 Thirst for Hurst (Kent Osband)

Chapter 14 TARNs: Models, Valuation, Risk Sensitivities (Vladimir V Piterbarg)

Chapter 15 Fast Valuation of a Portfolio of Barrier Options under the Merton’s Jump Diffusion Hypothesis (Antony Penaud)

Chapter 16 An Analysis of Pricing Methods for Baskets Options (Martin Krekel, Johan de Kock, Ralf Korn and Tin-Kwai Man)

Chapter 17 Pricing CMS Spread Options and Digital CMS Spread Options with Smile (Mourad Berrahoui)

Chapter 18 The Case for Time Homogeneity (Philippe Henrotte)

Chapter 19 Hybrid Stochastic Volatility Calibration (Domingo Tavella, Alexander Giese and Didier Vermeiren)

Chapter 20 Can Anyone Solve the Smile Problem? (Elie Ayache, Philippe Henrotte, Sonia Nassar and Xuewen Wang)

Chapter 21 Definitive Smile Model: Part I (Elie Ayache)

Chapter 22 Definitive Smile Model: Part II (Elie Ayache)

Chapter 23 A Perfect Calibration! Now What? (Wim Schoutens, Erwin Simons and Jurgen Tistaert)

Chapter 24 Timing the Smile (Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna)

Chapter 25 Inference and Stochastic Volatility (Alireza Javaheri)

Chapter 26 A Critique of the Crank Nicolson Scheme Strengths and Weaknesses for Financial Instrument Pricing (Daniel J Duffy)

Chapter 27 Finite Elements and Streamline Diffusion for the Pricing of Structured Financial Instruments (Andreas Binder and Andrea Schatz)

Chapter 28 No Fear of Jumps (Y d’Halluin, D.M Pooley and P.A Forsyth)

Index

Dr Paul Wilmott has been described by the Financial Times as the cult derivatives lecturer.

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书籍介绍

The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models. You'll notice there's a bias towards volatility modelling in the book. Of course, it's one of my favourite topics, but volatility is also the big unknown as far as pricing and hedging is concerned. We present research in this area from some of the best newcomers in this field. You'll see ideas that make a mockery of 'received wisdom,' ideas that are truly paradigm shattering - for we aren't content with a mere 'shift.' We know you'll enjoy it! The Best of Wilmott will return again next year...

• 作者：零四 发布时间：2024-03-02 04:05:40

  继续补课。

• 作者：勝負師董寶珠 发布时间：2011-08-30 07:52:15

  interesting, easy to understand

• 作者：新经典 发布时间：2017-01-09 10:29:48

  读完后让人心情大好，很想听听大阪口音。

• 作者：满满1013 发布时间：2010-02-07 11:02:39

  机场书店翻到的~现在小孩的东西什么都这么精致这么贵。孩奴啊~学到了“廊桥”的另一个含义~

• 作者：风向未来吹去 发布时间：2008-10-09 18:16:50

  这个封面选的真恶心

• 作者：两块方糖 发布时间：2020-05-31 21:21:13

  历史上的刘秀，一直评价颇高，其开创的“光武中兴”，被后世史学家推崇为“风化最美、儒学最盛”的朝代。而我一直以来对这一段历史，多是了解在郭家和阴家的两个女子身上。酒徒的这部作品，让我从另一面了解这个帝王，可以看得出，作者在细节上是下了大功夫的。

• ……

  作者：Juneau 发布时间：2009-09-01 23:14:40

  1，《秋之蝇》可同福楼拜的《一颗淳朴的心》对照着看，前者明显受后者影响，而《秋之蝇》还是浮浅了一点，尽管它的战争只是辽远背景上的一抹轻烟；

  2，《克里洛夫事件》尤为精彩的是开篇，如同一幕略微变形了的戏剧，内米洛夫斯基对于光照的控制有着她独特的处理，在熄灭与骤然的照亮之间显现出人性和往昔压制了的回忆，然后，一切又转入一种程式，你基本可以料想到下面会怎么写以及结局，但不管怎样，《克里洛夫事件》是这四篇里面最好的一篇，而这也不是女作家经常能够处理的题材。

• 部分章節心得

  作者：夜眼陳 发布时间：2019-12-09 19:17:07