TABLE OF CONTENTS This book is primarily for PhD scientists and engineers who want to learn about quantitative finance, and for graduate students in finance programs [1]. Practicing quantitative analysts ("quants") and research workers will find topics of interest. There are even essays with no equations for non-technical managers.
This book will enable you to gain an understanding of practical and theoretical quantitative finance and risk management.
The book is a combination of a practical "how it's done" book, a textbook, and a research book. It contains techniques and results for quantitative problems with which I have dealt in the trenches for over fifteen years as a quant on Wall Street. Each topic is treated as a unit, sometimes drilling way down. Related topics are presented parallel, because that is how the real world works. An informal style is used to convey a picture of reality. There are even some stories.
The "Tech. Index" for each chapter is a relative index for this book lying between 1-10 and indicating mathematical sophistication. The average index is 5. An index 1-3 requires almost no math, while 8-10 requires a PhD and maybe more. No background in finance...
