{"product_id":"the-best-of-wilmott-1-9780470023518","title":"The Best of Wilmott 1","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA compilation of technical papers from the first year of \"Wilmott\" magazine, complementing the lectures presented at the Quantitative Finance Review in November 2003. This work includes articles from such researchers as Hyungsok Ahn and Jean Philippe Bouchaud.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction (Paul Wilmott).  \u003cp\u003eI. Education in Quantitative Finance (Riaz Ahmad).\u003c\/p\u003e \u003cp\u003eII. FinancialCAD (Owen Walsh).\u003c\/p\u003e \u003cp\u003eIII, Quantitative Finance Review 2003 (Dan Tudball).\u003c\/p\u003e \u003cp\u003eChapter 1: Rewind (Dan Tudball)\u003c\/p\u003e \u003cp\u003eChapter 2: In for the Count (Dan Tudball).\u003c\/p\u003e \u003cp\u003eChapter 3: A Perspective on Quantitative Finance: Models for Beating the Market (Ed Thorp).\u003c\/p\u003e \u003cp\u003eChapter 4: Psychology in Financial Markets (Henriëtte Prast).\u003c\/p\u003e \u003cp\u003eChapter 5: Credit Risk Appraisal: From the Firm Structural Approach to Modern Probabilistic Methodologies (Hugues E. Pirotte Spéder).\u003c\/p\u003e \u003cp\u003eChapter 6: Modelling and Measuring Sovereign Credit Risk (Ephraim Clark).\u003c\/p\u003e \u003cp\u003eChapter 7: The Equity-to-credit Problem (or the Story of Calibration, Co-calibration and Re-calibration) (Elie Ayache).\u003c\/p\u003e \u003cp\u003eChapter 8: Measuring Country Risk as Implied Volatility (Ephraim Clark).\u003c\/p\u003e \u003cp\u003eChapter 9: Next Generation Models for Convertible Bonds with Credit Risk (E. Ayache, P. A. Forsyth and K. R. Vetzal).\u003c\/p\u003e \u003cp\u003eChapter 10: First to Default Swaps (Antony Penaud and James Selfe).\u003c\/p\u003e \u003cp\u003eChapter 11: Taken to the Limit: Simple and Not-so-simple Loan Loss Distributions (Philipp J. Schönbucher)\u003c\/p\u003e \u003cp\u003eChapter 12: Sovereign Debt Default Risk: Quantifying the (Un)Willingness to Pay (Ephraim Clark).\u003c\/p\u003e \u003cp\u003eChapter 13: Chord of Association (Aaron Brown).\u003c\/p\u003e \u003cp\u003eChapter 14: Introducing Variety in Risk Management (Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud and Marc Potters).\u003c\/p\u003e \u003cp\u003eChapter 15: Alternative Large Risks Hedging Strategies for Options (F. Selmi and Jean-Philippe Bouchaud).\u003c\/p\u003e \u003cp\u003eChapter 16: On Exercising American Options: The Risk of Making More Money than You Expected (Hyungsok Ahn and Paul Wilmott).\u003c\/p\u003e \u003cp\u003eChapter 17: Phi-alpha Optimal Portfolios and Extreme Risk Management (R. Douglas Martin, Svetlozar (Zari) Rachev, and Frederic Siboulet).\u003c\/p\u003e \u003cp\u003eChapter 18: Managing Smile Risk (Patrick S. Hagan, Deep Kumar, Andrew S. Lesniewski and Diana E. Woodward).\u003c\/p\u003e \u003cp\u003eChapter 19: Adjusters: Turning Good Prices into Great Prices (Patrick S. Hagan).\u003c\/p\u003e \u003cp\u003eChapter 20: Convexity Conundrums: Pricing CMS Swaps, Caps, and Floors (Patrick S. Hagan).\u003c\/p\u003e \u003cp\u003eChapter 21: Mind the Cap (Peter Jäckel).\u003c\/p\u003e \u003cp\u003eChapter 22: The Art and Science of Curve Building (Owen Walsh).\u003c\/p\u003e \u003cp\u003eChapter 23: Stochastic Volatility Models: Past, Present and Future (Peter Jäckel).\u003c\/p\u003e \u003cp\u003eChapter 24: Cliquet Options and Volatility Models (Paul Wilmott).\u003c\/p\u003e \u003cp\u003eChapter 25: Long Memory and Regime Shifts in Asset Volatility (Jonathan Kinlay).\u003c\/p\u003e \u003cp\u003eChapter 26: Heston’s Stochastic Volatility Model: Implementation, Calibration and Some Extensions (Sergei Mikhailov and Ulrich Nögel).\u003c\/p\u003e \u003cp\u003eChapter 27: Forward-start Options in Stochastic Volatility Models (Vladimir Lucic).\u003c\/p\u003e \u003cp\u003eChapter 28: Stochastic Volatility and Mean-variance Analysis (Hyungsok Ahn and Paul Wilmott).\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402260848983,"sku":"9780470023518","price":90.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470023518.jpg?v=1730479867","url":"https:\/\/bookcurl.com\/products\/the-best-of-wilmott-1-9780470023518","provider":"Book Curl","version":"1.0","type":"link"}