Paul Wilmott在数量金融(Quantitative Finance)方面的书，跟Fabozzi（发包子）在固定收益(Fixed Income)方面的书一样有名，一样充满重复，不过捡来的声誉要高得多。现在有朋友问，他哪些书值得买（或者复印、打印），其实这个问题Paul写书之前——我看——就给出了答案。他最有名的书，Paul Wilmott on Quantitative Finance，以前是两卷本（2000，1064页），现在是三卷（2006，1500页），手头备一份就可以了。如果还嫌贵，Paul还准备了一册Paul Wilmott Introduces Quantitative Finance（2007，722页），是上面三卷本的精简版

 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

```Hi, A simple question: How should I pronounce SAS: is
it Es-A-ES of just SAS ?```
`提问：SAS是把它拆成三个字母单独念，还是连在一起念SAS？`
```It's pronounced as a single word, "sass" (rhymes with mass, pass, lass,
gas, etc.).  This goes along with the official SAS Institute position that (for
legal reasons) SAS is not an abbreviation or acronym for anything.```
`回帖1：认为SAS要连在一起念，念起来跟sass（顶嘴）、mass（大众）、lass（女佣）差不多。`
`这是因为现在SAS已经不是statistics analysis system的缩写，本身就是一个商标。`
```There is an economist here that always refers to SAS as Es-A-ES.
We kid him about his statistical package: "Yeah, but can
S-T-A-T-A do this?!?"```
`回帖2：讲了一个笑话。一个损贬SAS的经济学家，把SAS拆开来读成Es-A-Es。`
`就打趣把他用的stata（斯得他）也分开念成s-t-a-t-a`
```Apart from which, a British person might get confused if you used S-A-S
with a military unit of the same pronunciation! Use SASS.```
`回帖3：英国的SAS是皇家空军特勤处(Special Air Service)的缩写。`
```One syllable.  Rhymes with........mass.
Just SAS.
Most people I know pronounce it as "sass".  A few say "saz".
Nobody would know what the heck I was talking about if I
spelled out S-A-S.
```
```Might suggest to the erudite economist that if he doesn't know how to
pronounce it then he must not know much else about it.```

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1.不回覆私底下email的問題。有問題的請在此留言。
2.不保證能夠回答所有問題。
3.不協助debug。
4.SAS軟體本身的問題請自行聯繫SAS客服部門。

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