Quantitative Finance And Risk Management A Physicist S Approach 2nd Edition
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Quantitative Finance And Risk Management
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Author : Jan W. Dash
language : en
Publisher:
Release Date : 2016
Quantitative Finance And Risk Management written by Jan W. Dash and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Electronic books categories.
Quantitative Finance And Risk Management A Physicist S Approach
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Author : Jan W Dash
language : en
Publisher: World Scientific Publishing Company
Release Date : 2004-07-09
Quantitative Finance And Risk Management A Physicist S Approach written by Jan W Dash and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-09 with Business & Economics categories.
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 “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 finance in each chapter is self-contained. Real-life comments on “life as a quant” are included.An errata and Additions (3rd Reprint, 2008) to the book is available.
Quantitative Finance And Risk Management A Physicist S Approach 2nd Edition
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Author : Jan W Dash
language : en
Publisher: World Scientific Publishing Company
Release Date : 2016-05-10
Quantitative Finance And Risk Management A Physicist S Approach 2nd Edition written by Jan W Dash and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-10 with Business & Economics categories.
Written by a physicist with extensive experience as a risk/finance quant, 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 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 risk; Markets in Crisis and the Reggeon Field Theory; 'Smart Monte Carlo' and American Monte Carlo; Trend Risk — time scales and risk, the Macro-Micro model, singular spectrum analysis; credit risk: counterparty risk and issuer risk; stressed correlations — new 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, advanced stressed VAR, model risk, numerical techniques, deals/portfolios, systems, data, economic capital, and a 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.
World Scientific Encyclopedia Of Climate Change Case Studies Of Climate Risk Action And Opportunity In 3 Volumes
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Author : Jan W Dash
language : en
Publisher: World Scientific
Release Date : 2021-03-18
World Scientific Encyclopedia Of Climate Change Case Studies Of Climate Risk Action And Opportunity In 3 Volumes written by Jan W Dash and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-18 with Science categories.
The Climate Change Encyclopedia responds to the outstanding risk, survival, and ethical issue of our time, requiring action and providing opportunity. Primary-source expert authors write in a unique case-study structure that enables the Encyclopedia to be approachable, informational, and motivational for the public. The key focus areas are Climate Change and Finance, Economics, and Policy, with many other related climate categories included. The over 100 case studies provide realistic and interesting views of climate change, based on authors' published papers, reports, and books, plus climate-related activities of organizations, and selected topics. This inspiring work can enhance optimism and courage to act urgently and persistently on climate change, with foresight for a livable future.For more information on the list of contributors, please refer to https://www.worldscientific.com/page/encyclopedia-of-climate-change.Related Link(s)
Theoretical Physics Wavelets Analysis Genomics
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Author : Patrick Flandrin
language : en
Publisher: Springer Nature
Release Date : 2023-05-31
Theoretical Physics Wavelets Analysis Genomics written by Patrick Flandrin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-31 with Mathematics categories.
Over the course of a scientific career spanning more than fifty years, Alex Grossmann (1930-2019) made many important contributions to a wide range of areas including, among others, mathematics, numerical analysis, physics, genetics, and biology. His lasting influence can be seen not only in his research and numerous publications, but also through the relationships he cultivated with his collaborators and students. This edited volume features chapters written by some of these colleagues, as well as researchers whom Grossmann’s work and way of thinking has impacted in a decisive way. Reflecting the diversity of his interests and their interdisciplinary nature, these chapters explore a variety of current topics in quantum mechanics, elementary particles, and theoretical physics; wavelets and mathematical analysis; and genomics and biology. A scientific biography of Grossmann, along with a more personal biography written by his son, serve as an introduction. Also included are the introduction to his PhD thesis and an unpublished paper coauthored by him. Researchers working in any of the fields listed above will find this volume to be an insightful and informative work.
Theory Of Financial Risk And Derivative Pricing
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Author : Jean-Philippe Bouchaud
language : en
Publisher: Cambridge University Press
Release Date : 2003-12-11
Theory Of Financial Risk And Derivative Pricing written by Jean-Philippe Bouchaud and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-12-11 with Business & Economics categories.
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Electric Power Planning For Regulated And Deregulated Markets
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Author : Arthur Mazer
language : en
Publisher: John Wiley & Sons
Release Date : 2007-04-10
Electric Power Planning For Regulated And Deregulated Markets written by Arthur Mazer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-10 with Science categories.
As the industry environment transforms from a completely regulated setting to a broader, deregulated marketplace, new market participants must understand planning and operations of power systems to effectively participate in markets. This industry overview provides a description of utility operations and traditional planning, and then explains asset management, investment analysis, and risk management within the context of a market environment. Written to provide a broad, working knowledge of the industry, Electric Power Planning for Regulated and Deregulated Markets: Includes descriptions of generation and transmission network equipment Provides an overview of the regulatory framework, system design and systems operations for ensuring reliable delivery of power Presents system planning across different time horizons with the objective of minimizing power production costs Explains the principles and architecture of a market environment coupling operational imperatives with financial transactions Addresses approaches of various participants, including power producers, retailers, and integrated energy companies toward bidding in day ahead markets, managing risks in forward markets, portfolio development and investment analysis Provides numerous examples addressing cost minimization, price forecasting, contract valuation, portfolio risk measurement and others Examines past news events and explains what went wrong at Three Mile Island, the Northeast blackout of 2003, and the California energy crisis This is an ideal reference for professionals in the public and private power service sectors such as engineers, lawyers, systems specialists, economists, financial analysts, policy analysts, and applied mathematicians.
Geoffrey Chew Architect Of The Bootstrap
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Author : Lars Brink
language : en
Publisher: World Scientific
Release Date : 2021-12-02
Geoffrey Chew Architect Of The Bootstrap written by Lars Brink and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-02 with Science categories.
This special volume is dedicated to Geoffrey Chew who passed away on April 12, 2019, at age 94. He is best known as the architect and passionate champion of the bootstrap concept, sometimes called nuclear democracy. His work influenced generations of particle physicists. His passion for physics was an inspiration for his many students and associates. From the Chew-Low theory for meson-nucleon scattering to Analytic S-Matrix, Regge Poles, and Bootstrap principle, his originality left its mark in ways that continue to the present. With contributions from Chew's former collaborators, students, and friends, the book will cover various facets of his life and impact on physics.Contributors include Steven Weinberg, Steven Frautschi, Gabriele Veneziano, Peter Landshoff, Carl Rosenzweig, Basarab Nicolescu, William Frazer, David Gross, John Schwartz, Ling-Lie Chau, Chung-I Tan, Richard Brower, Carleton DeTar, R Shankar, David Kaiser, Fritjof Capra, and others.
Quantitative Risk Management
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Author : Thomas S. Coleman
language : en
Publisher: John Wiley & Sons
Release Date : 2012-03-20
Quantitative Risk Management written by Thomas S. Coleman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-20 with Business & Economics categories.
State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Advances In Financial Risk Management
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Author : Jonathan A. Batten
language : en
Publisher: Springer
Release Date : 2015-12-04
Advances In Financial Risk Management written by Jonathan A. Batten and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-04 with Business & Economics categories.
The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.