Quantitative Finance and Risk Management: A Physicist's Approach

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.An errata and Additions (3rd Reprint, 2008) to the book is available.\nQuantitative Finance and Risk Management: A Physicist's Approach is written by Jan W Dash and published by WSPC. ISBNs for Quantitative Finance and Risk Management: A Physicist's Approach are 9789813106215, 9813106212 and the print ISBNs are 9789812387127, 9812387129. Additional ISBNs include 9789812562593.