Biography

Paul Wilmott is a researcher, consultant and lecturer in quantitative finance. He is one of the most widely read quantitative finance authors, particularly popular for his ability to present complex subjects in an accessible and often humorous way. The Financial Times called him a "cult derivatives lecturer".

Books by Paul Wilmott

Frequently Asked Questions in Quantitative Finance

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Frequently Asked Questions in Quantitative Finance (Unabridged)

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Paul Wilmott Introduces Quantitative Finance

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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: WITH Introduces Quantitative

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Frequently Asked Questions in Quantitative Finance, 1st Edition

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Paul Wilmott on Quantitative Finance

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The Best of Wilmott 2

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Exotic Option Pricing and Advanced Lévy Models

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The Best of Wilmott 1

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New Directions in Mathematical Finance

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Paul Wilmott Introduces Quantitative Finance

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Paul Wilmott on Quantitative Finance

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Derivatives

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The Mathematics of Financial Derivatives

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Option Pricing

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Wilmott Magazine

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Book Recommendations

A Random Walk Down Wall Street, 8th Edition
The million-copy bestseller, now fully up-to-date and ready for post-dot-com investors. Here, in the newest edition of a perennial bestseller, Burt... Read more at the GI Bookshop
An Introduction to the Mathematics of Financial Derivatives
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of int... Read more at the GI Bookshop
Complete Guide to Options Pricing Formulas
The world of options has moved beyond the simple Black-Schooles pricing model, making more types of options available. "The Complete Guide to Option P... Read more at the GI Bookshop
Continuous-time Finance
Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers i... Read more at the GI Bookshop
Credit Derivatives Pricing Models
Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004.... Read more at the GI Bookshop
Dynamic Hedging
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear se... Read more at the GI Bookshop
Fooled by Randomness
This is a book about luck. More specifically, it is a book about how we perceive luck, twist it around and regard it as intention or purpose. What bet... Read more at the GI Bookshop
Iceberg Risk
For all the supposed sophistication and accuracy of quantitative risk models, one key question continues to haunt portfolio managers. Why are stock ma... Read more at the GI Bookshop
Interest Rate Option Models
One of the first books to focus on interest rate option models, this book presents in a unified way the theoretical and practical issues involved in ... Read more at the GI Bookshop
Investment Under Uncertainty
How should firms decide whether and when to invest in new capital equipment, additions to their workforce, or the development of new products? Why hav... Read more at the GI Bookshop
Market Wizards
How do some of the world's most successful traders amass millions of dollars in a year - or sometimes in hours? Are they masters of a priceless wizard... Read more at the GI Bookshop
Modern Portfolio Theory and Investment Analysis
This book covers the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into p... Read more at the GI Bookshop
Monte Carlo Methods in Finance
"There is no book on the market to compare with Dr Jäckel′s. All the techniques, the tricks, the pitfalls of this important methodology are... Read more at the GI Bookshop
Options Markets
This exploration of options markets blends institutional practice with theoretical research. Discusses theoretical models for the valuation of options... Read more at the GI Bookshop
Options, Futures and Other Derivatives
For undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, econo... Read more at the GI Bookshop
Options, Plain and Simple
Options, Plain & Simple is a straightforward and practical guide to the fundamentals of options. It is plain because it includes only what is essentia... Read more at the GI Bookshop
The New Market Wizards
Like its predecessor "Market Wizards", this book offers practical advice on investing from some of the most prestigious Wall Street professional in a ... Read more at the GI Bookshop
Theory of Financial Decisions
This is a volume discussing a wide range of topics encountered in Financial decision-making. Based on courses developed by the author over several yea... Read more at the GI Bookshop