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 qhow toq and qwhat it's likeq aspects not covered in textbooks or research papers. Both standard and new results are presented. A qTechnical Indexq 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 qlife as a quantq are included. The writing style is informal. This book is targeted at scientists and engineers desiring to learn quantitative finance, as well as quantitative analysts and finance graduate students.Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics.
|Title||:||Quantitative Finance and Risk Management|
|Author||:||Jan W. Dash|
|Publisher||:||World Scientific - 2004-01-01|