Quantitative finance and risk management: a physicist's approach
Auteur :
Dash, Jan W
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812387127
Date de publication :
9 juil. 2004
Langue :
Anglais
Pays d'origine :
Singapour
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.