Paul Wilmott on Quantitative Finance, 2 Volume Set

Based on "Derivatives: The Theory and Practice of Financial Engineering", this text aims to deliver an explanation and exposition of derivatives with related financial products and techniques to the financial professional market. Extensively expanded in breadth from the original, the book encompasses much more than just traditional 'derivatives', providing a single reference source containing all the market professional will need to know on this complex subject. Chapters have been updated to take account of the new developments and thinking in the field, and there has been an addition of 16 chapters covering subject areas such as utility theory, stochastic control and derivatives, stochastic volatility and utility, mortgages, real options, powers derivatives, weather derivatives, and insurance derivatives.