Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots

Abstract

Preface to the Second Edition. Preface to the First Edition. 1 The Quantitative Finance Timeline. 2 FAQs. 3 The Financial Modellers' Manifesto. 4 Essays. 5 The Commonest Mistakes in Quantitative Finance: A Dozen Basic Lessons in Commonsense for Quants and Risk Managers and the Traders Who Rely on Them. 6 The Most Popular Probability Distributions and Their Uses in Finance. 7 Twelve Different Ways to Derive Black-Scholes. 8 Models and Equations. 9 The Black-Scholes Formulo and the Greeks. 10 Common Contracts. 11 Popular Quant Books. 12 The Most Popular Search Words and Phrases on Wilmott.com. 13 Brainteasers. 14 Paul & Dominic's Guide to Getting a Quant Job. Index.