Quantitative Finance and Risk Management: A Physicist's Approach (2nd Edition) Hardcover - 2016
by Jan W. Dash
From the jacket flap
Written by a physicist with extensive 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. A "Technical Index" indicates the mathematical level for each chapter.
This second edition includes some new, expanded, and wide-ranging considerations for risk management: climate change and its long-term systemic financial risk; markets in crisis new crisis prediction technique and the Reggeon field theory; new "Smart Monte Carlo" and American Monte Carlo; trend risk time scales and risk, the Macro Micro model, and singular spectrum analysis; credit risk: counterparty risk, wrong way risk, issuer risk, and regulations; stressed correlations new "nearest neighbor" techniques; and psychology and option models.
Solid risk management topics from the first edition and valid today are included: standard/advanced theory and practice in fixed income, equities, and FX; quantitative finance and risk management traditional/exotic derivatives, fat tails, stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and function toolkit; risk lab the nuts and bolts of risk management from the desk to the enterprise; case studies of deals; Feynman path integrals, Green functions, and options; and "Life as a Quant" communication issues, sociology, stories, and advice.
Details
- Title Quantitative Finance and Risk Management: A Physicist's Approach (2nd Edition)
- Author Jan W. Dash
- Binding Hardcover
- Edition 2nd edition
- Pages 1000
- Volumes 1
- Language ENG
- Publisher World Scientific Publishing Company
- Date 2016-05-12
- ISBN 9789814571234 / 9814571237
- Weight 2.6 lbs (1.18 kg)
- Dimensions 9.1 x 6.2 x 1.4 in (23.11 x 15.75 x 3.56 cm)
- Dewey Decimal Code 332.632
More Copies for Sale
Quantitative Finance and Risk Management: A Physicist's Approach
by Jan W Dash
- Used
- Condition
- UsedVeryGood
- ISBN 10 / ISBN 13
- 9789814571234 / 9814571237
- Quantity Available
- 1
- Seller
-
Center Moriches, New York, United States
- Item Price
-
€64.18€2.83 shipping to USA
Show Details
Quantitative Finance and Risk Management: A Physicist's Approach
by Dash, Jan W.
- New
- Hardcover
- Condition
- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9789814571234 / 9814571237
- Quantity Available
- 1
- Seller
-
Exeter, Devon, United Kingdom
- Item Price
-
€145.37€12.03 shipping to USA
Show Details
Quantitative Finance and Risk Management: A Physicist's Approach (Second Edition)
by JAN W DASH
- New
- Hardcover
- Condition
- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9789814571234 / 9814571237
- Quantity Available
- 240
- Seller
-
Uxbridge, Greater London, United Kingdom
- Item Price
-
€155.30€9.61 shipping to USA
Show Details
Quantitative Finance and Risk Management: A Physicist's Approach
by Jan W Dash
- Used
- Good
- Hardcover
- Condition
- Used - Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9789814571234 / 9814571237
- Quantity Available
- 1
- Seller
-
Newport Coast, California, United States
- Item Price
-
€127.74FREE shipping to USA
Show Details
Quantitative Finance and Risk Management: A Physicist's Approach
by Dash, Jan W.
- New
- Hardcover
- Condition
- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9789814571234 / 9814571237
- Quantity Available
- 2
- Seller
-
Exeter, Devon, United Kingdom
- Item Price
-
€176.52€12.03 shipping to USA