An Introduction to Quantitative Finance - Softcover

Blyth, Stephen

Softcover

ISBN 10: 0199666598 ISBN 13: 9780199666591

Verlag: Oxford University Press, Usa, 2013

Inhaltsangabe

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

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Über die Autorin bzw. den Autor

Stephen Blyth, Professor of the Practice of Statistics and Managing Director of Harvard Management Company, Harvard University

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.

Details zur Ausgabe

• Verlag: Oxford University Press, Usa
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 0199666598
• ISBN 13: 9780199666591
• Einband: Taschenbuch
• Anzahl der Seiten: 192
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Penguin Random House Ireland Limited; productsafety@penguin.co.uk; ; Morrison Chambers, 32 Nassau Street; Dublin; Irland