Paul Wilmott, Henrik Rasmussen (editors)
Wiley Finance Series
Chichester, UK: Wiley, 2002
192pp, ISBN: 978-0-471-49817-9
This is compilation brings together the leading names in quantitative finance to discuss the most current modeling techniques in a variety of areas of financial engineering. It presents many new ideas on quantitative finance, including a discussion of mean-variance strategies, passport options and Value at Risk, and new techniques for risk management, equity modeling, and interest rate modeling.