- 1-1 Course Overview
- 1-2 introduction to no-arbitrage
- 1-3 introduction to no-arbitrage
- 1-4Floating rate bonds and term structure ...
- 2-1 Swaps
- 2-2 Futures
- 2-3 Futures Excel
- 2-4 Options
- 2-5 Options Pricing
- 2-6 The 1-Period Binomial Model
- 2-7 Option Pricing in the 1-Period Binomial Model
- 3-1 The Multi-Period Binomial Model
- 3-2 What’s Going On?
- 3-3Pricing American Options
- 3-4Replicating Strategies Binomial Model
- 3-5Including Dividends
- 3-6Pricing Forwards Futures In the Binomial Model
- 3-7The Black Scholes Model
- 3-8Pricing a European Put on a Futures Contract
- 4-1 Introduction to Term Structure Lattice Models
- 4-2 The Cash Account and Pricing Zero-Coupon Bonds
- 4-3 Fixed Income Derivatives_Options on Bonds
- 4-4 Fixed Income Derivatives_Bond Forwards
- 4-5 Fixed Income Derivatives_Bond Futures
- 4-6 Fixed Income Derivatives_Caplets and Floorlets
- 4-7 Fixed Income Derivatives_Swaps and Swaptions
- 4-8 The Forward Equations
- 5-1 Model Calibration
- 5-2 An Application_Pricing a Payer Swaption in a BDT Model
- 5-3 Fixed Income Derivatives Pricing in Practice
- 5-4 Modeling Defaultable Bonds
- 5-5 Pricing Defaultable Bonds
- 5-6 Credit Default Swaps
- 5-7 Pricing Credit Default Swaps
- 5-8 Completed Interview with Emmanuel Derman
- 6-1 Introduction to Mortgage Mathematics and...
- 6-2 Prepayment Risk and Mortgage Pass-Throughs
- 6-3 Mortgage Pass-Throughs in Excel
- 6-4 Principal-Only and Interest-Only MBS
- 6-5 Risks of Principal-Only and Interest-Only MBS
- 6-7 Pricing Mortgage-Backed-Securities
本書既可以供金融學(xué)專業(yè)。金融工程學(xué)專業(yè)、金融數(shù)學(xué)專業(yè)本科高年級學(xué)生及研究生作為教材使用，又可以供從事金融產(chǎn)品定價、風(fēng)險管理等工作的從業(yè)人員作為參考書。
◎全面地介紹了金融產(chǎn)品的知識，特別是各類常用的衍生產(chǎn)品
◎深入淺出地講解了金融工程所需的重要數(shù)學(xué)方法
◎深入地介紹了風(fēng)險管理技術(shù)，特別探討 了刻畫市場發(fā)生極端
《金融工程與風(fēng)險管理技術(shù)》是著名金融工程學(xué)家保羅·威爾莫特的力作。《金融工程與風(fēng)險管理技術(shù)》主要講述經(jīng)典數(shù)量金融方面的內(nèi)容，內(nèi)容極為基礎(chǔ)，其中的“小貼士”介紹更多數(shù)學(xué)方面的內(nèi)容。《金融工程與風(fēng)險管理技術(shù)》也以非常簡單的方式解釋隨機(jī)微積分，并詮釋了當(dāng)前所有的金融理論。《金融工程與風(fēng)險管理技術(shù)》的寫作風(fēng)格是通俗易懂，圖文并茂。
