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QUANTITATIVE FINANCE AND RISK MANAGEMENT
A Physicist's Approach

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Dedication

I dedicate this book to my father and mother, Edward and Honore Dash. They inspired learning and curiosity, and advised never to take anything for granted.

Acknowledgements

First, I owe a big debt of gratitude to Andy Davidson, Santa Federico, and Les Seigel, all super quants, for their support. The work of two colleagues contributed to this book: Alan Beilis (who collaborated with me on the Macro-Micro model), and Juan Castresana (who implemented numerical path-integral discretization). I thank them and the other members of the quant groups I managed over the years for...