Quantitative finance and risk management: a physicist's...

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Quantitative finance and risk...

Quantitative finance and risk management: a physicist's approach

Name: Quantitative finance and risk management: a physicist's approach
ISBN: 9789812562593

Jan W. Dash

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Written 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.

This book is designed for scientists and engineers desiring to learn quantitative finance, and for quantitative analysts and finance graduate students. Parts will be of interest to research academics.

Catégories:

Business & Economics - Personal Finance

Année:

2004

Editeur::

World Scientific Publishing Company

Langue:

english

Pages:

802

ISBN 10:

9812562591