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Name: Quantitative Finance and Risk Management : A Physicist's Approach.
Author: Dash, Jan W.
ISBN: 978-981-238-712-7

Quantitative Finance and Risk Management : A Physicist's Approach. 数量ファイナンスとリスク管理－物理学者のアプローチ

・ISBN 978-981-238-712-7 hard

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電子版あり大学・学術機関向け電子ブック（eBook）ISBN 978-981-256-259-3

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著者・編者	Dash, Jan W.,
出版社	(World Scientific, SI)
出版年月	2004
ページ数	500 pp.
言語	ENG
ニュース番号	＜505-301 505-542＞

解説

2nd Edition of Quantitative Finance and Risk Management: A Physicist's ApproachWritten 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.