Paul Wilmott is the author of 6 books in this catalogue: Exotic Option Pricing and Advanced Lévy Models, Frequently Asked Questions in Quantitative Finance, Derivatives, The mathematics of financial derivatives and Paul Wilmott on quantitative finance and others. Their catalogued work centres on Derivatives Pricing, Quantitative Finance, Fixed Income, Numerical Methods and Risk Management.
Identity. This author profile is linked to persistent identifiers listed below, taken from bibliographic provider records that name this person on the books above.
This page is assembled automatically from catalogue metadata (rule-based, model-derived classification); it contains no reviews, ratings or awards.