Quantitative Finance And Risk Management A Physicist s Approach 2nd Edition is popular PDF and ePub book, written by Jan W Dash in 2016-05-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Quantitative Finance And Risk Management A Physicist s Approach 2nd Edition can be Read Online from any device for your convenience.
Quantitative Finance And Risk Management A Physicist s Approach 2nd Edition Book PDF Summary
Written by a physicist with extensive experience as a risk/finance quant, 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 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 risk; Markets in Crisis and the Reggeon Field Theory; 'Smart Monte Carlo' and American Monte Carlo; Trend Risk — time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations — new 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, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a 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.
Detail Book of Quantitative Finance And Risk Management A Physicist s Approach 2nd Edition PDF
- Author : Jan W Dash
- Release : 10 May 2016
- Publisher : World Scientific Publishing Company
- ISBN : 9789814571258
- Genre : Business & Economics
- Total Page : 1008 pages
- Language : English
- PDF File Size : 18,9 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Quantitative Finance And Risk Management A Physicist s Approach 2nd Edition by Jan W Dash, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.