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Quantitative Finance And Risk Management: A Physicist's Approach

Language EnglishEnglish
Book Hardback
Book Quantitative Finance And Risk Management: A Physicist's Approach Jan W. Dash
Libristo code: 05067686
Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats... Full description
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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 mathematical background; for each section. The finance aspect in each section 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.

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About the book

Full name Quantitative Finance And Risk Management: A Physicist's Approach
Author Jan W. Dash
Language English
Binding Book - Hardback
Date of issue 2004
Number of pages 804
EAN 9789812387127
Libristo code 05067686
Weight 1250
Dimensions 163 x 231 x 48
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