Description

2nd Edition of Quantitative Finance and Risk Management: A Physicist's ApproachWritten by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the “how to” and “what it's like” aspects not covered in textbooks or research papers. Both standard and new results are presented. A “Technical Index” indicates the mathematical level — from zero to PhD — for each chapter. The finance in each chapter is self-contained. Real-life comments on “life as a quant” are included.An errata and Additions (3rd Reprint, 2008) to the book is available.

Quantitative Finance And Risk Management: A Physicist's Approach

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Hardback by Jan W Dash

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2nd Edition of Quantitative Finance and Risk Management: A Physicist's ApproachWritten by a physicist with over 15 years of experience... Read more

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 09/07/2004
    ISBN13: 9789812387127, 978-9812387127
    ISBN10: 9812387129

    Number of Pages: 804

    Non Fiction , Business, Finance & Law

    Description

    2nd Edition of Quantitative Finance and Risk Management: A Physicist's ApproachWritten by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the “how to” and “what it's like” aspects not covered in textbooks or research papers. Both standard and new results are presented. A “Technical Index” indicates the mathematical level — from zero to PhD — for each chapter. The finance in each chapter is self-contained. Real-life comments on “life as a quant” are included.An errata and Additions (3rd Reprint, 2008) to the book is available.

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