An Introduction to Quantitative Finance, Blyth 9780199666591 Free Shipping..

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Características del artículo

Estado
Nuevo: Libro nuevo, sin usar y sin leer, que está en perfecto estado; incluye todas las páginas sin ...
PublishedOn
2013-12-01
Title
An Introduction to Quantitative Finance
Artist
Not Specified
ISBN
9780199666591
Categoría

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Product Identifiers

Publisher
Oxford University Press, Incorporated
ISBN-10
0199666598
ISBN-13
9780199666591
eBay Product ID (ePID)
170133071

Product Key Features

Number of Pages
192 Pages
Language
English
Publication Name
Introduction to Quantitative Finance
Subject
Finance / General, Applied, Business Mathematics
Publication Year
2013
Type
Textbook
Author
Stephen Blyth
Subject Area
Mathematics, Business & Economics
Format
Uk-Trade Paper

Dimensions

Item Height
0.4 in
Item Weight
10.4 Oz
Item Length
9.2 in
Item Width
6.2 in

Additional Product Features

Intended Audience
Scholarly & Professional
LCCN
2013-941968
Reviews
"It is all too rare to find clear thinking, based on first principles, combined with practical understanding of financial markets. This is precisely what Stephen Blyth offers, drawing equally on his mathematical and statistical training and his career in quantitative finance. This bookbeautifully explains both the profound implications of no-arbitrage theory for the prices of fixed-income derivative securities, and also the pitfalls in practical applications." --John Y Campbell, Harvard University, "The author writes elegantly, and combines precision of expression with topical real-world examples in a way that makes this an exceptional work." --Frank Kelly, University of Cambridge, "...in the post-crisis world [Blyth's] approach to old results is refreshing and ought to be a template for the future." --Nick Dunbar
Dewey Edition
23
TitleLeading
An
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
I Introduction and Preliminaries1. Introduction2. PreliminariesII Forwards, Swaps and Options3. Forward contracts and forward prices4. Forward rates and libor5. Interest rate swaps6. Futures contracts7. No-arbitrage principle8. OptionsIII Replication, risk-neutrality and the fundamental theorem9. Replication and risk-neutrality on the binomial tree10. Martingales, numeraires and the fundamental theorem11. Continuous time limit and Black-Scholes formula12. Option price and probability dualityIV Interest Rate Options13. Caps, floors and swaptions14. Cancellable swaps and Bermudan swaptions15. Additional topics in interest rate derivativesV Through Continuous Time16. Rough guide to continuous time
Synopsis
The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial derivatives - a derivative being a contract between two entities whose value derives from the price of an underlying financial asset - and the probabilistic tools that were developed to analyse them. The theory in the text is motivated by a desire to provide a suitably rigorous yet accessible foundation to tackle problems the author encountered whilst trading derivatives on Wall Street. The book combines an unusual blend of real-world derivatives trading experience and rigorous academic background. Probability provides the key tools for analysing and valuing derivatives. The price of a derivative is closely linked to the expected value of its pay-out, and suitably scaled derivative prices are martingales, fundamentally important objects in probability theory. The prerequisite for mastering the material is an introductory undergraduate course in probability. The book is otherwise self-contained and in particular requires no additional preparation or exposure to finance. It is suitable for a one-semester course, quickly exposing readers to powerful theory and substantive problems. The book may also appeal to students who have enjoyed probability and have a desire to see how it can be applied. Signposts are given throughout the text to more advanced topics and to different approaches for those looking to take the subject further., The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
LC Classification Number
HG176.5

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