An introduction to quantitative finance (Record no. 566402)
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| fixed length control field | 02463 a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230327123535.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230321b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780199666591 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | B629i |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Blyth, Stephen |
| 245 ## - TITLE STATEMENT | |
| Title | An introduction to quantitative finance |
| Statement of responsibility, etc | Stephen Blyth |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Oxford University Press |
| Year of publication | 2014 |
| Place of publication | Oxford |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xvi, 175p |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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.<br/><br/>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.<br/><br/>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.<br/><br/>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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Business mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Statistical methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 03/04/2023 | 136 | 1682.14 | 332.015195 B629i | A186078 | 2628.34 | Books |