Quantitative Finance And Risk Management: A Physicist's Approach

Download or read book Quantitative Finance And Risk Management: A Physicist's Approach written by Jan W Dash and published by World Scientific Publishing Company. This book was released on 2004-07-09 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.