Quantitative Finance and Risk Management : A Physicist's Approach epub
Quantitative Finance and Risk Management : A Physicist's Approach epub
Quantitative Finance and Risk Management : A Physicist's Approach.cJan W Dash
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Author: Jan W Dash
Number of Pages: 850 pages
Published Date: 20 Jun 2016
Publisher: World Scientific Publishing Co Pte Ltd
Publication Country: Singapore, Singapore
Language: English
Type: eBook
ISBN: 9789814571234
File size: 22 Mb
Download Link: Quantitative Finance and Risk Management A Physicist's Approach
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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.
Read online Quantitative Finance and Risk Management : A Physicist's Approach Buy and read online Quantitative Finance and Risk Management : A Physicist's Approach Download Quantitative Finance and Risk Management : A Physicist's Approach ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook Quantitative Finance and Risk Management : A Physicist's Approach
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Quantitative Finance and Risk Management : A Physicist's Approach.cJan W Dash
Author: Jan W Dash
Number of Pages: 850 pages
Published Date: 20 Jun 2016
Publisher: World Scientific Publishing Co Pte Ltd
Publication Country: Singapore, Singapore
Language: English
Type: eBook
ISBN: 9789814571234
File size: 22 Mb
Download Link: Quantitative Finance and Risk Management A Physicist's Approach
---------------------------------------------------------------
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.
Read online Quantitative Finance and Risk Management : A Physicist's Approach Buy and read online Quantitative Finance and Risk Management : A Physicist's Approach Download Quantitative Finance and Risk Management : A Physicist's Approach ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook Quantitative Finance and Risk Management : A Physicist's Approach
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