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Více informací o knize Quantitative Finance And Risk Management: A Physicist's Approach (2nd Edition)

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Anotace knihy

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.

Parametry knihy

• Plný název: Quantitative Finance And Risk Management: A Physicist's Approach (2nd Edition)
• Autor: Jan W. Dash
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 1000
• EAN: 9789814571234
• ISBN: 9814571237
• ID: 05071175
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 1282 g
• Rozměry: 233 × 159 × 36 mm
• Datum vydání: 24. June 2016

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