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)
"Irrevent and fun, it is at the same time very rigorous in
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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