An edition of Quantitative finance and risk management (2004)

Quantitative finance and risk management

a physicist's approach

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Cover of: Quantitative finance and risk management by Jan W. Dash
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Last edited by ImportBot
August 17, 2023 | History
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An edition of Quantitative finance and risk management (2004)

Quantitative finance and risk management

a physicist's approach

by

  • 0 Ratings
  • 2 Want to read
  • 0 Currently reading
  • 0 Have read

Written by a physicist with over 20 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.

Publish Date
Publisher
World Scientific Pub.
Language
English

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Previews available in: English

Subjects
FX, Finance, Interest rates, Macro-Micro model, Mathematical models, Risk management, better VAR, equities, exotic options, model risk, path integrals, stressed correlations, Finance, mathematical models

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Edition Availability
Cover of: Quantitative finance and risk management
Quantitative finance and risk management: a physicist's approach
2016, World Scientific, World Scientific Publishing Company, WSPC
in English - 2nd edition.
Libraries near you: WorldCat
Cover of: Quantitative Finance and Risk Management
Quantitative Finance and Risk Management: A Physicist's Approach
2005, World Scientific Pub.
in English
Libraries near you: WorldCat
Cover of: Quantitative finance and risk management
Quantitative finance and risk management: a physicist's approach
2004, World Scientific Pub.
in English
  • Not in Library
Libraries near you: WorldCat
Cover of: Quantitative Finance and Risk Management
Quantitative Finance and Risk Management: A Physicist's Approach
2004, World Scientific Publishing Co Pte Ltd
in English
Libraries near you: WorldCat

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Book Details

Edition Notes

Includes bibliographical references and index.

Published in
River Edge, NJ

Classifications

Dewey Decimal Class
332.63/2042
Library of Congress
HG106 .D37 2004, HG106.D37 2004

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL3307121M
Internet Archive
quantitativefina00dash
ISBN 10
9812387129
LCCN
2004052462
Library Thing
902167
Goodreads
3808509

Source records

Scriblio MARC record
Library of Congress MARC record
Library of Congress MARC record
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Internet Archive item record
Library of Congress MARC record
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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
August 17, 2023 Edited by ImportBot import existing book
December 8, 2020 Edited by MARC Bot import existing book
July 6, 2019 Edited by MARC Bot import existing book
July 6, 2019 Edited by MARC Bot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record