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Ebook is out, hard cover available in July

The Ebook is now out for the 2nd edition of "Quantitative Finance and Risk Management". The hard cover book will be available in July.

The big addition is the new chapter on Climate Change Risk Management.

2nd Ed. available May 2016

The publisher is finishing the proofs and says the 2nd Edition of my book will be available in May.

Here is the URL of the book on World Scientific http://www.worldscientific.com/worldscibooks/10.1142/9003#t=aboutBook

The biggest addition is the new chapter on Climate Change Risk Management: Business, Economy, Finance, Society.

The title is Quantitative Finance and Risk Management, A Physicist's Approach

Click the download button to see the cover.

Corrections to book, 3rd printing

The attached file has some corrections to the 3rd printing of my book, discovered while teaching a course from it last fall at the Courant Institute NYU.

3rd printing of my book

World Scientific is going to reprint my book again, since the earlier two printings are almost sold out. The book title is “Quantitative Finance and Risk Management, A Physicist’s Approach”.

The attached file specifies a few typos that will be corrected in the 3rd printing, the titles of several new brief sections that were added, and page numbers for minor changes/additions. My earlier blog post on June 6, 2006 4:37 PM has the errata page for the 2nd printing, plus some Wilmott URLs for discussions of the book.

The IAFE (International Association of Financial Engineers) has the book on its suggested derivatives books resource list:


[edit] The 3rd printing is done.


Book: Quantitative Finance and Risk Management, A Physicist’s Approach

The following threads contain information, some discussion, and a few reviews for my book Quantitative Finance and Risk Management:




Also, attached is a one-page typo list for the 1st printing (hit the “download” button and if necessary refresh the screen). These typos were corrected in the current 2nd printing.