Wilmott: Quantitative Finance

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Notes The Book: Paul Wilmott Quantitative Finance Paul
notes the book: paul wilmott quantitative finance paul
When we have prices sampled at fixed times, Si , the discrete model proposed for their returns Ri is Si+1 − Si Ri = = mean + standard deviation × φ , (1) Si where φ is a random draw from a standard Gaussian distribution (mean zero and variance one). We will call these mean and standard deviation estimates the measured estimates, since they explicitly depend on using the measured prices Si for their estimation. They also correspond to a mean and standard deviation of the returns over the length of time .

Language: english
PDF pages: 154, PDF size: 1.21 MB
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Paul Wilmott Introduces Quantitative Finance, 2nd Edition
paul wilmott introduces quantitative finance, 2nd edition
.Description: Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition. on quantitative finance and derivatives. He is the proprietor of an innovative magazine on quantitative finance and a highly popular community website (www.wilmott.com.

Language: english
PDF pages: 14, PDF size: 0.06 MB
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Applied Quantitative Finance
applied quantitative finance
Language: english
PDF pages: 423, PDF size: 3.88 MB
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Applied Quantitative Finance
applied quantitative finance
Language: english
PDF pages: 423, PDF size: 3.88 MB
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Introduction Quantitative Finance
introduction quantitative finance
We want to study the so called market of options or derivatives. Definition 1.0.1 An option is a contract that gives the right (but not the obligation) to buy (CALL) or shell (PUT) the stock at price K (strike) at time T (maturity of the contract). The profit or payoff of this contract is: (ST − K)+ in the case of a CALL or (K − ST )+ for a PUT. Problem 1: ¿How much should the buyer pay for the option? This is called the pricing problem. Problem 2: How the seller of the contract can guarantee the quantity (ST.

Language: english
PDF pages: 109, PDF size: 0.52 MB
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