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【数量ファイナンス入門】
An Introduction to Quantitative Finance P 192 p. 13
Blyth, Stephen
著
在庫状況
お取り寄せ
お届け予定日
2週間
価格
\11,755(税込)
発行年月
2013年11月
出版社/提供元
Oxford University Press
出版国
イギリス
言語
英語
媒体
冊子
装丁
paper
ページ数/巻数
192 p., 36 b/w line drawings
ジャンル
洋書/社会科学/経済学/金融経済学
ISBN
9780199666591
商品コード
1013399898
本の性格
学術書/実務向け
新刊案内掲載月
2013年12月
商品URL
https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1013399898
内容
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.