May 30, 2008

Paul Wilmott on Quantitative Finance


Paul Wilmott on Quantitative Finance

ํ•œ๋•Œ ํŒŒ์ƒ์ƒํ’ˆ ๋ฐ ๊ธˆ์œต๊ณตํ•™๊ณผ ๊ด€๋ จํ•˜์—ฌ Bible์ด๋ผ ํ•  ์ˆ˜ ์žˆ์—ˆ๋˜
Hull์˜ Options, Futures and Other Derivatives.

์ง€๊ธˆ๋„ ์—ฌ์ „ํžˆ ๋งŽ์€ ํ•™๊ต์—์„œ ๊ต์žฌ๋กœ ์ฑ„ํƒํ•˜๊ณ  ์žˆ์ง€๋งŒ..
์˜ˆ์ „ ๋ช…์„ฑ๋งŒํผ์€ ์•„๋‹Œ ๊ฒƒ ๊ฐ™์Šต๋‹ˆ๋‹ค.

Paul Wilmott on Quantitative Finance๊ฐ€
์ด์   ๊ทธ ์ž๋ฆฌ๋ฅผ ๋Œ€์‹ ํ•˜๊ณ  ์žˆ๋‹ค๊ณ ๋‚˜ ํ• ๊นŒ?

1,400 ํŽ˜์ด์ง€์— ๋‹ฌํ•˜๋Š” ๋ฐฉ๋Œ€ํ•œ ๋ถ„๋Ÿ‰.
๋‹ค์–‘ํ•˜๊ฒŒ ์ปค๋ฒ„ํ•˜๋Š” ์ด ์ฑ…์˜ ์œ ์ผํ•œ ๋‹จ์ ์€ ๊ฐ€๊ฒฉ์ผ ๊ฒ๋‹ˆ๋‹ค.

๊ต๋ณด์—์„œ ์•Œ์•„๋ดค์„ ๋•Œ๊ฐ€ 40๋งŒ์› ์ •๋„..
๋„ค์ด๋ฒ„์—์„œ ์กฐํšŒํ•˜๋‹ˆ 30๋งŒ์› ์ •๋„...
์•„๋งˆ์กด์—์„œ ์‚ฌ๋„ ๋ฐฐ์†ก๋น„ ํฌํ•จํ•˜๋ฉด 20๋งŒ์› ๊ฐ€๊นŒ์šด ๊ธˆ์•ก...
์ข‹๋‹ค๊ณ  ํ•ด๋„ ์‰ฝ๊ฒŒ ์†์ด ๋‚˜๊ฐ€๋Š” ์ฑ…์€ ์•„๋‹Œ ๊ฒŒ ๋ถ„๋ช…ํ•ฉ๋‹ˆ๋‹ค.

๊ทธ๋ž˜, ๋ญ 4๋งŒ์› ์ •๋„ํ•˜๋Š” Hull ์ฑ…๋„ ์ข‹๊ธฐ๋งŒ ํ•œ๋ฐ... ๊ทธ๋Ÿฌ๋ฉด์„œ...

๊ทธ๋Ÿฌ๋‚˜ ๊ธˆ์œต๊ณตํ•™ ์ชฝ์— ๋œป์ด ์žˆ๋‹ค๋ฉด,
ํ•œ๋ฒˆ์ฏค ์ฝ์–ด๋ด์•ผ ํ•  ์ฑ…์ด ์•„๋‹Œ๊ฐ€ ์‹ถ์Šต๋‹ˆ๋‹ค.

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