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An Introduction to Quantitative Finance Paperback – 31 October 2013

4.4 out of 5 stars 44 ratings

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Product details

  • Publisher : Oxford University Press UK (31 October 2013)
  • Language : English
  • Paperback : 192 pages
  • ISBN-10 : 0199666598
  • ISBN-13 : 978-0199666591
  • Dimensions : 23.11 x 15.49 x 1.52 cm
  • Customer Reviews:
    4.4 out of 5 stars 44 ratings

Product description


..".in the post-crisis world [Blyth's] approach to old results is refreshing and ought to be a template for the future." --Nick Dunbar


Short and to the point, uncluttered, unfancy, free of the faux rigor of most modern finance textbooks, written by a practitioner, that hits most of the essential principles of quantitative finance. ― Emanuel Derman, author of My Life as a Quant

The author writes elegantly, and combines precision of expression with topical real-world examples in a way that makes this an exceptional work. ― Frank Kelly, University of Cambridge

It is all too rare to find clear thinking, based on first principles, combined with practical understanding of financial markets. This is precisely what Stephen Blyth offers, drawing equally on his mathematical and statistical training and his career in quantitative finance. This book beautifully explains both the profound implications of no-arbitrage theory for the prices of fixed-income derivative securities, and also the pitfalls in practical applications. ― John Y Campbell, Harvard University

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4.4 out of 5 stars
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Top reviews from other countries

5.0 out of 5 stars Good balance between rigor and intuition
Reviewed in the United Kingdom on 20 November 2020
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4.0 out of 5 stars a good book
Reviewed in the United Kingdom on 10 January 2019
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3.0 out of 5 stars not great for learning things first time
Reviewed in the United Kingdom on 31 December 2016
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Ali Amiri
5.0 out of 5 stars Excellent book with a gentle approach to quantitative finance
Reviewed in Canada on 24 May 2019
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5.0 out of 5 stars Excellent
Reviewed in India on 16 August 2015
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