Overview

Derivatives is a book by Paul Wilmott, first published in 1998. In this catalogue it is classified mainly under Derivatives Pricing and Numerical Methods, with secondary coverage of Quantitative Finance, Fixed Income and Risk Management.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, linear algebra, numerical analysis, probability theory and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 99% and difficulty confidence is 75%; the catalogue lists no ratings or awards.