Quantitative Finance And Risk Management: A Physicist's Approach
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A01=Jan W Dash
Author_Jan W Dash
Category=KFF
Category=KFFH
Category=KFFM
Category=KJMD
Category=PBW
Derivatives
Economics
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eq_business-finance-law
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Finance
Micro-Macro
Path Integrals
Quantitative
Risk
VAR
Product details
- ISBN 9789812387127
- Publication Date: 09 Jul 2004
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
Jan Dash was Director of Quantitative Analysis at Citigroup/Salomon Smith Barney, Fuji Capital Markets Corp, and Euro Brokers. He began his Wall Street career in 1987 as V.P. Manager at Merrill Lynch. He introduced path integrals for options, managed PhD quant groups, and worked in many areas in finance involving all the topics in this book. He has a PhD in physics from UC Berkeley, was Directeur de Recherche at the Centre de Physique Theorique CNRS Marseille, and published over 60 scientific papers.
