Quantitative Finance And Risk Management: A Physicist's Approach

2nd Edition of Quantitative Finance and Risk Management: A Physicist's ApproachWritten 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 "e;how to"e; and "e;what it's like"e; aspects not covered in textbooks or research papers. Both standard and new results are presented. A "e;Technical Index"e; indicates the mathematical level - from zero to PhD - for each chapter. The finance in each chapter is self-contained. Real-life comments on "e;life as a quant"e; are included.An errata and Additions (3rd Reprint, 2008) to the book is available.