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Wealth management is one of the areas in which banks and other personal financial services players are investing heavily. But the market is changing fast. Going forward, players therefore need to…

This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mat…

In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. ‘GAMS’ cons…

Professional investors are bombarded on a day to day basis with assertions about the role liquidity is playing and will play in determining prices in the financial markets. Few, if any, of the pr…

Exciting new developments in risk assessment and management Risk assessment and management is fundamentally founded on the knowledge available on the system or process under consideration. While …

Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This book is neither written by auditors afraid of providing opinions on strategies…

Wealth Management Planning addresses the major UK tax issues affecting wealth management planning for both the UK domiciled and non-UK domiciled individual. It explains, with numerous worked prac…

The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected some of the very best in cutting-edge research,…

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is requir…

The financial markets are made up of people from very diverse backgrounds but whether by long or short term investment these market participants all have a desire to win by varying degrees. Many …

Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and …

This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes—electrici…

Fully revised and updated from the hugely popular first edition, this book is an accessible and convenient one-volume introduction to international capital markets, ideal for those entering or pl…

This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicators and Intermarket based systems using basic m…

It is not uncommon to meet professionals in financial services who have only a vague idea of what their colleagues actually do. The root cause is specialization and the subsequent development of …

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial in…

This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) …

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quanti…

This book is about the author's amazing trip across six continents and the world economy and society. It discusses who's sinking and who's swimming, which countries are on the rise and which are …

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is a…