Jan W. Dash
Quantitative finance and risk management
Jan W. Dash · 2016
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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.
Book details
- Year
- 2016
- Language
- English
- Publisher
- World Scientific
- Editions
- 3
- Pages
- 1000
- ISBN
- 9789814571234
Data source: Wikidata
