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Overview
Written 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 mathematical background — for each section. The finance aspect in each section is self-contained. Real-life comments on "life as a quant" are included. This book is designed for scientists and engineers desiring to learn quantitative finance, and for quantitative analysts and finance graduate students. Parts will be of interest to research academics.Synopsis
Written by a physicist with 16 years of experience as a director of quantitative analysis on Wall Street, this book presents the theory and practice of quantitative finance and risk for scientists, engineers, quantitative analysts, and finance graduate students, delving into aspects not usually covered in textbooks and research papers. Both standard and new results are presented. Presentation for both finance and math is self-contained, and a "technical index" indicates the mathematical level, from zero to PhD, for each chapter. The writing style is informal and often humorous. Annotation ©2004 Book News, Inc., Portland, OR