- Paperback: 768 pages
- Publisher: John Wiley & Sons (20 Oct 1998)
- Language English
- ISBN-10: 0471983667
- ISBN-13: 978-0471983668
- Product Dimensions: 24.9 x 19.8 x 4.6 cm
- Average Customer Review: 4.6 out of 5 stars See all reviews (11 customer reviews)
- Amazon Bestsellers Rank: 502,533 in Books (See Top 100 in Books)
- See Complete Table of Contents
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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.
"...A comprehensive reference for generalists wanting to become specialists..." (Electric Light and Power, 2 July 2002)
"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.
"...A comprehensive reference for generalists wanting to become specialists..." (Electric Light and Power, 2 July 2002)
Philippe Jorion, Professor of Finance, Graduate School of Management, University of California-Irvine
"Likely to become the bible of financial engineering." --Philippe Jorion, Professor of Finance, Graduate School of Management, University of California-Irvine
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Most Helpful Customer Reviews
3 of 3 people found the following review helpful:
5.0 out of 5 stars
Simply The Best,
By A Customer
This review is from: Derivatives: The Theory and Practice of Financial Engineering (Paperback)
This is simply the best book on the mathematics of derivative products that there is. This vast (yet incredibly cheap) tome explains how to value an enormous range of derivative products in a simple, direct, witty and mathematically satisfying way. I teach a final year University course in this subject and there is no better book than this. Granted, I only use the first 50 pages or so of the book, and do not really exploit the depth of the book at all. But for practitioners, students, postgraduates, traders and anybody interested in how to value derivatives PROPERLY it's a must-buy.
2 of 2 people found the following review helpful:
5.0 out of 5 stars
This book got me a job!,
By A Customer
This review is from: Derivatives: The Theory and Practice of Financial Engineering (Paperback)
As maths textbooks go it's very easygoing and informative. And it gave me enough background in a couple of hours to land a job trading derivatives... brilliant! Some people find it a bit mathematical, but derivatives are, and I feel that without the mathematical background you'll struggle to deal derivatives anyway. Try it - the maths is much more accessible than most such books.
2 of 2 people found the following review helpful:
4.0 out of 5 stars
Read on ...,
By A Customer
This review is from: Derivatives: The Theory and Practice of Financial Engineering (Paperback)
This is a strange book. On the one hand, it gives the reader a wide perspective on the theory of financial derivatives. For the novice reader, or even for the expert seeking to expand his horizons, it can be recommended wholeheartedly. Nowhere else can you find such a comprehensive introduction, in such an easy style. However, promising everything, it falls short on delivery. Just as you begin to get interested, the text simply gives up on you. I mean that it's woefully short on detail, and doesn't get you anywhere near the level of "practice" as the title promises. It's more of a "handbook" than anything else. Buy the book, it's great, but get Rebonato and Musiela-Rutkowski aswell ... you'll still need them.
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