An Introduction to Quantitative Finance

Blyth, Stephen

ISBN 10: 0199666598 / ISBN 13: 9780199666591

Published by Oxford University Press, 2013

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Synopsis:

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

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.

Bibliographic Details

Title: An Introduction to Quantitative Finance
Publisher: Oxford University Press
Publication Date: 2013
Binding: paperback
Condition: Good
Edition: First Edition.