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An Introduction to Quantitative Finance, Blyth 9780199666591 Free Shipping..
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About this item
Seller assumes all responsibility for this listing.
eBay item number:393256823050
Item specifics
- Condition
- PublishedOn
- 2013-12-01
- Title
- An Introduction to Quantitative Finance
- Artist
- Not Specified
- ISBN
- 9780199666591
- Subject Area
- Mathematics, Business & Economics
- Publication Name
- Introduction to Quantitative Finance
- Publisher
- Oxford University Press, Incorporated
- Item Length
- 9.2 in
- Subject
- Finance / General, General, Business Mathematics
- Publication Year
- 2013
- Type
- Textbook
- Format
- Uk-Trade Paper
- Language
- English
- Item Height
- 0.4 in
- Item Weight
- 10 Oz
- Item Width
- 6.1 in
- Number of Pages
- 192 Pages
About this product
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
Publication Name
Introduction to Quantitative Finance
Language
English
Publication Year
2013
Subject
Finance / General, General, Business Mathematics
Type
Textbook
Subject Area
Mathematics, Business & Economics
Format
Uk-Trade Paper
Dimensions
Item Height
0.4 in
Item Weight
10 Oz
Item Length
9.2 in
Item Width
6.1 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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- 5***w (1182)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book that was shown was not the book that I received. Nonetheless, when I informed the seller that it wasn't the item they advertised-/they were more than willing to make it right. Since they didn't have another copy of the title I was expecting, they promptly issued an apology; and refund full refund. I really appreciated the speed at which they were willing to make things right with this transaction. I will definitely not hesitate to do business with them again. Thank You!
- 7***e (33)- Feedback left by buyer.Past 6 monthsVerified purchaseAmazing price and super fast shipping. Book arrived exactly as described in the correct box meant to ship books. No bumps or dings in the corner because of the attention to packaging. I'll keep an eye on this seller for another purchase. Highly recommend this seller!!!!
- n***k (176)- Feedback left by buyer.Past monthVerified purchaseAn old favourite of mine from many years ago, in the same high-quality edition I remember. Thanks to this outstanding Ebay vendor, it's now mine once again. The condition of the book was better than advertised, sold at a reasonable price, and appears nearly as new as what I bought 40 years ago. Add to that, the item being securely wrapped and speedily shipped, and I'm mightily impressed. I recommend this vendor wholeheartedly and without reservation. Thank you very much!
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Seller feedback (572,421)
- 5***w (1182)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book that was shown was not the book that I received. Nonetheless, when I informed the seller that it wasn't the item they advertised-/they were more than willing to make it right. Since they didn't have another copy of the title I was expecting, they promptly issued an apology; and refund full refund. I really appreciated the speed at which they were willing to make things right with this transaction. I will definitely not hesitate to do business with them again. Thank You!
- 7***e (33)- Feedback left by buyer.Past 6 monthsVerified purchaseAmazing price and super fast shipping. Book arrived exactly as described in the correct box meant to ship books. No bumps or dings in the corner because of the attention to packaging. I'll keep an eye on this seller for another purchase. Highly recommend this seller!!!!
- n***k (176)- Feedback left by buyer.Past monthVerified purchaseAn old favourite of mine from many years ago, in the same high-quality edition I remember. Thanks to this outstanding Ebay vendor, it's now mine once again. The condition of the book was better than advertised, sold at a reasonable price, and appears nearly as new as what I bought 40 years ago. Add to that, the item being securely wrapped and speedily shipped, and I'm mightily impressed. I recommend this vendor wholeheartedly and without reservation. Thank you very much!