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 (Unabridged)
Audio Length: 3 hours and 17 min.
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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

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Paul Wilmott on Quantitative Finance, 3 Volume Set + CD-ROM

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Exotic Option Pricing and Advanced Levy Models

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The Best of Wilmott 2

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The Best of Wilmott 1
Including the latest research from Quantitative Finance Review 2003
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New Directions in Mathematical Finance

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Paul Wilmott Introduces Quantitative Finance

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Derivatives
The Theory and Practice of Financial Engineering
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The Mathematics of Financial Derivatives
A Student Introduction
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Option Pricing
Mathematical Models and Computation
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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
Using an intuitive, systematic approach to the material, Salih Neftci introduces the mathematics underlying the pricing of derivatives. The interest i... Read more at the GI Bookshop
Continuous-Time Finance
Robert Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers indi... Read more at the GI Bookshop
Credit Derivatives Pricing Models
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to q... Read more at the GI Bookshop
Dynamic Hedging
Dynamic Hedging is the definitive source on derivative risk. It provides a real-world methodology for managing portfolios containing any nonlinear sec... Read more at the GI Bookshop
Fooled by Randomness
This book is a synthesis of, on one hand, the no-nonsense mathematical trader (self-styled 'practitioner of uncertainty') who spent his life trying to... 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 (Wiley International Edition) 6th Edition
Stressing the economic intuition behind the subject matter, this classic book presents advanced concepts of investment analysis and portfolio manageme... Read more at the GI Bookshop
Monte Carlo Methods in Finance
Monte Carlo Methods in Finance adopts a practical flavour throughout, the emphasis being on financial modelling and derivatives pricing. Numerous real... Read more at the GI Bookshop
Options Markets
... 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
Options, Futures, and Other Derivatives 5/e
This text shows how academia and real-world practice have come together with a common respect and focus of theory and practice, and provides a unifyin... Read more at the GI Bookshop
The Complete Guide to Option Pricing Formulas
When pricing options in today's fast-action markets, experience and intuition are no longer enough. To protect your carefully planned positions, you n... Read more at the GI Bookshop
The New Market Wizards
Some traders distinguish themselves from the herd. How do these spectacular winners whose success occurs across a spectrum of financial markets do it... Read more at the GI Bookshop
Theory of Financial Decision Making
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