Jan W Dash 
QUANTITATIVE FINANCE & RISK MANAGEMENT.. [PDF ebook] 
A Physicist’s Approach

Written 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 Ph D — 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.

Errata(s)
Errata