An Introduction to Quantitative Finance - Softcover

Blyth, Stephen

Softcover

ISBN 10: 0199666598 ISBN 13: 9780199666591

Publisher: Oxford University Press, Usa, 2013

Synopsis

Gives insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

About this title

About the Author

Stephen Blyth is managing director and head of public markets at the Harvard Management Company, the subsidiary of Harvard University responsible for the management of the University's endowment. He is also Professor of the Practice of Statistics at Harvard University.
Before joining Harvard in 2006, Professor Blyth was managing director and head of the Global Rates proprietary trading group at Deutsche Bank in London, and managing director in the Interest Rate Group at Morgan Stanley in New York.
Professor Blyth is a frequent speaker at international finance conferences and has written widely on issues facing practitioners in applied quantitative finance and in derivative markets. He holds a PhD in Statistics from Harvard University and an MA in Mathematics with first class honours from Christ's College, Cambridge University, where he is a Lady Margaret Beaufort Fellow. He was formerly a Lecturer in Mathematics at Imperial College London.

Edition details

• Publisher: Oxford University Press, Usa
• Publication date: 2013
• Language: English
• ISBN 10: 0199666598
• ISBN 13: 9780199666591
• Binding: Paperback
• Number of pages: 175