Acknowledgements ix
About the Authors xi
Introduction xiii
Chapter 1 Early Models 1
Chapter 2 Going Random 15
Chapter 3 Risk Management 35
Chapter 4 Market Makers 61
Chapter 5 Deriving Derivatives 83
Chapter 6 What Quants Do 109
Chapter 7 The Rewrite 135
Chapter 8 No Laws, Only Toys 149
Chapter 9 How to Abuse the System 169
Chapter 10 Systemic Threat 189
Epilogue: Keep it Simple 207
Bibliography 227
Index 237
PAUL WILMOTT is a researcher, best-selling author, and consultant in most things quantitative, and has been a fund manager and academic. He is author of numerous books, including Paul Wilmott on Quantitative Finance and Frequently Asked Questions in Quantitative Finance.
DAVID ORRELL is an applied mathematician, best-selling author and founder of Systems Forecasting, a scientific consultancy. He is the author of many books, including The Future of Everything and Economyths.
"Anyone interested in investment theory (and that should be
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reading." (International Investment, June 2017)
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explaining how soem fairly basic mathematics has hijacked the world
of finance." (Marketing Moving, June 2017)
“a great description of what has happened, a thorough explanation
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be done in the future.” (Significance, April 2018)
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