The book's description on Amazon can be viewed there, if you want to view the ToC. |
https://www.amazon.fr/Quantitative-Finance-Risk-Management-Physicists/dp/9812387129/ref=sr_1_3? |
Written by a physicist with over 15 years of experience as a quant on Wall Street, the 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 - for each chapter. The presentation for each topic (finance and math) is self-containedd. The writing style is informal and approachable. 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. |
Topics include Standard and advanced theory and practical applications in fixed income, equities, FX; Case studies; Risk lab (nuts and bolts); The Macro-Micro Model (realistic yield-curve movement economics and finance). Path integrals/Green functions are emphasized. |