| Paul Wilmott on Quantitative Finance三卷本（2006，1500页） 第一卷 1. Products and Markets
2. Derivatives
3. The Random Behavior of Assets
4. Elementary Stochastic Calculus
5. The Black-Scholes Model
6. Partial Differential Equations
7. The Black-Scholes Formulae and the 'Greeks'
8. Simple Generalizations of the Black-Scholes World
9. Early Exercise and American Options
10. Probability Density Functions and First Exit Times
11. Multi-asset Options
12. How to Delta Hedge
13. Fixed-income Products and Analysis: Yield, Duration and Convexity
14. Swaps
15. The Binomial Model
16. How Accurate is the Normal Approximation?
17. Investment Lessons from Blackjack and Gambling
18. Portfolio Management
19. Value at Risk
20. Forecasting the Markets?
21. A Trading Game 第二卷 22. An Introduction to Exotic and Path-dependent Options
23. Barrier Options
24. Strongly Path-dependent Options
25. Asian Options
26. Lookback Options
27. Derivatives and Stochastic Control
28. Miscellaneous Exotics
29. Equity and FX Term Sheets
30. One-factor Interest Rate Modeling
31. Yield Curve Fitting
32. Interest Rate Derivatives
33. Convertible Bonds
34. Mortgage-backed Securities
35. Multi-factor Interest Rate Modeling
36. Empirical Behavior of the Spot Interest Rate
37. The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models
38. Fixed Income Term Sheets
39. Value of the Firm and the Risk of Default
40. Credit Risk
41. Credit Derivatives
42. RiskMetrics and CreditMetrics
43. CrashMetrics
44. Derivatives **** Ups 第三卷 45. Financial Modeling
46. Defects in the Black-Scholes Model
47. Discrete Hedging
48. Transaction Costs
49. Overview of Volatility Modeling
50. Volatility Smiles and Surfaces
51. Stochastic Volatility
52. Uncertain Parameters
53. Empirical Analysis of Volatility
54. Stochastic Volatility and Mean-variance Analysis
55. Asymptotic Analysis of Volatility
56. Volatility Case Study: The Cliquet Option
57. Jump Diffusion
58. Crash Modeling
59. Speculating with Options
60. Static Hedging
61. The Feedback Effect of Hedging in Illiquid Markets
62. Utility Theory
63. More About American Options and Related Matters
64. Advanced Dividend Modeling
65. Serial Autocorrelation in Returns
66. Asset Allocation in Continuous Time
67. Asset Allocation Under Threat Of A Crash
68. Interest-rate Modeling Without Probabilities
69. Pricing and Optimal Hedging of Derivatives, the Non-probabilistic Model Cont'd
70. Extensions to the Non-probabilistic Interest-rate Model
71. Modeling Inflation
72. Energy Derivatives
73. Real Options
74. Life Settlements and Viaticals
75. Bonus Time
76. Overview of Numerical Methods
77. Finite-difference Methods for One-factor Models
78. Further Finite-difference Methods for One-factor Models
79. Finite-difference Methods for Two-factor Models
80. Monte Carlo Simulation and Related Methods
81. Numerical Integration and Simulation Methods
82. Finite-difference Programs
83. Monte Carlo Programs
A. All the Math You Need… and No More (An Executive Summary) | Paul Wilmott Introduces Quantitative Finance 1 Products and Markets: Equities, Commodities, Exchange Rates, Forwards and Futures 2 Derivatives 3 The Binomial Model 4 The Random Behavior of Assets 5 Elementary Stochastic Calculus 6 The Black-Scholes Model 7 Partial Differential Equations 8 The Black-Scholes Formula and the 'Greeks' 9 Overview of Volatility Modeling 10 How to Delta Hedge 11 An Introduction to Exotic and Path-dependent Options 12 Multi-asset Options 13 Barrier Options 14 Fixed-income Products and Analysis: Yield, Duration and Convexity 15 Swaps 16 One-factor Interest Rate Modeling 17 Yield Curve Fitting 18 Interest Rate Derivatives 19 The Heath, Jarrow & Morton and Brace, Gatarek & Musiela Models 20 Investment Lessons from Blackjack and Gambling 21 Portfolio Management 22 Value at Risk 23 Credit Risk 24 RiskMetrics and CreditMetrics 25 CrashMetrics 26 Derivatives **** Ups 27 Overview of Numerical Methods 28 Finite-difference Methods for One-factor Models 29 Monte Carlo Simulation 30 Numerical Integration A All the Math You Need. . . and No More (An Executive Summary) B Forecasting the Markets? A Small Digression C A Trading Game D Contents of CD accompanying Paul Wilmott Introduces Quantitative Finance, second edition E What you get if (when) you upgrade to PWOQF2 Bibliography Index The Mathematics of Financial Derivatives: A Student Introduction PART I: Basic Option Theory
1. An Introduction to Options and Markets
2. Asset Price Random Walks
3. The Black-Scholes Model
4. Partial Differential Equations
5. The Black-Scholes Formulae
6. Variations on the Black-Scholes Model
7. American Options
PART II: Numerical Methods
8. Finite-Difference Methods
9. Methods for American Options
10. Binomial Methods
PART III: Further Option Theory
11. Exotic and Path-Dependent Options
12. Barrier Options
13. A Unifying Framework for Path-Dependent Options
14. Asian Options
15. Lookback Options
16. Options with Transaction Costs
PART IV: Interest Rate Derivative Products
17. Interest rate Derivatives
18. Convertible Bonds
Hints to Selected Exercises
Bibliography
Index | 
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