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Quantitative finance and risk management : a physicist's approach / Jan W. Dash.
LIBRA HG106 .D37 2004
Available from offsite location
Lippincott Library HG106 .D37 2004
By Request
- Format:
- Book
- Author/Creator:
- Dash, Jan W.
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Risk management--Mathematical models.
- Risk management.
- Physical Description:
- xix, 781 pages : illustrations ; 24 cm
- Place of Publication:
- River Edge, NJ : World Scientific Pub., [2004]
- Summary:
- 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 (booknews.com)
- Notes:
- Includes bibliographical references and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Louis A. Duhring Fund.
- ISBN:
- 9812387129
- OCLC:
- 55847170
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