Free shipping on orders over $99
An Introduction to Quantitative Finance

An Introduction to Quantitative Finance

by Stephen Blyth
Hardback
Publication Date: 07/11/2013

Share This Book:

RRP  $141.95

RRP means 'Recommended Retail Price' and is the price our supplier recommends to retailers that the product be offered for sale. It does not necessarily mean the product has been offered or sold at the RRP by us or anyone else.

$133.90
or 4 easy payments of $33.47 with
afterpay
This item qualifies your order for FREE DELIVERY
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.
ISBN:
9780199666584
9780199666584
Category:
Econometrics
Format:
Hardback
Publication Date:
07-11-2013
Language:
English
Publisher:
Oxford University Press
Country of origin:
United Kingdom
Pages:
192
Dimensions (mm):
236x162x17mm
Weight:
0.42kg

This title is in stock with our Australian supplier and should arrive at our Sydney warehouse within 1 - 2 weeks of you placing an order.

Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.

Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:

ACT Metro: 2 working days
NSW Metro: 2 working days
NSW Rural: 2-3 working days
NSW Remote: 2-5 working days
NT Metro: 3-6 working days
NT Remote: 4-10 working days
QLD Metro: 2-4 working days
QLD Rural: 2-5 working days
QLD Remote: 2-7 working days
SA Metro: 2-5 working days
SA Rural: 3-6 working days
SA Remote: 3-7 working days
TAS Metro: 3-6 working days
TAS Rural: 3-6 working days
VIC Metro: 2-3 working days
VIC Rural: 2-4 working days
VIC Remote: 2-5 working days
WA Metro: 3-6 working days
WA Rural: 4-8 working days
WA Remote: 4-12 working days

Reviews

Be the first to review An Introduction to Quantitative Finance.