A different book on Quantitative Finance
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Chapters on derivatives valuation and hedging and non-traditional thinking!
+ Interviews with 16 leading modelers, quants, quant-traders, gamblers, philosophers from Wall Street and Academia:
• Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration
• Nassim Taleb on Black Swans
• Stephen Ross on Arbitrage Pricing Theory
• Emanuel Derman the Wall Street Quant
• Edward Thorp on Gambling and Trading
• Peter Carr the Wall Street Wizard of Option Symmetry and Volatility
• Aaron Brown on Gambling, Poker and Trading
• David Bates on Crash and Jumps
• Andrei Khrennikov on Negative Probabilities
• Elie Ayache on Option Trading and Modeling
• Peter Jaeckel on Monte Carlo Simulation
• Alan Lewis on Stochastic Volatility and Jumps
• Paul Wilmott on Paul Wilmott
• Knut Aase on Catastrophes and Financial Economics
• Eduardo Schwartz the Yoga Master of Quantitative Finance
• Bruno Dupire on Local and Stochastic Volatility Models
+ Packed with entertainment that will teach you about Derivatives and quantitative finance.
368 pages
The book comes with a CD with implementations from most technical chapters (VBA Excel and also some C/C++), simple example here