Paul Wilmott introduces Quantitative Finance

Well written. More easily understood than some other quant finance books - as a result currently being borrowed by a friend.

Really good introductory text to derivatives pricing!

Wilmott's sequence to "Derivatives" is 200 pages and 26 chapters shorter. Does that make it less valuable? Not at all! In fact, rather the opposite. Wilmott managed to improve Introduction to Quantitative Finance nicely. He cut out the exercises, added more graphs and more insightful and funny "Wilmott" explanations. Above all, the supplied CD is a real pleasure for Excel friends who will find loads of examples from the book. Hull, Taleb, and Wilmott set the standards for derivatives for many years to come...

A truly inspiring book! So easy to grasp, so 'straight-to-the-point', so worth spending time with! It will inform you, teach you and will definitely leave you hungry for more knowledge!

Through non frightening introduction to the subject. Does not assume that you are a "rocket scientist" but doesn't baby you either. Overall I think the balance is excellent.

Doesn't require post-graduate college courses (if you've ever done calculus and simple statistics, you're in, but you can get by with less). Definitely keeps it light and fun while pouring lots of info into your brainpan. One caution, which Paul Wilmott points out: the "Stochastic Calculus" is different in some significant ways from the usual "Calculus" you take--Ito's Lemma looks downright wrong to the "Calculus" crowd!

I recently adopted Paul Wilmott textbook for a course on financial engineering I regularly give. I have always thought that stochastic calculus and derivatives are subjects very difficult to teach in a friendly manner. Wilmott textbook is very helpful in that regard.