A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading (Paperback)
暫譯: 金融工程入門:金融信號處理與電子交易 (平裝本)
Mustafa Torun Ali N. Akansu
- 出版商: Academic Press
- 出版日期: 2015-03-25
- 售價: $2,400
- 貴賓價: 9.5 折 $2,280
- 語言: 英文
- 頁數: 156
- 裝訂: Hardcover
- ISBN: 0128015616
- ISBN-13: 9780128015612
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商品描述
This book bridges the fields of finance, mathematical finance and engineering, and is suitable for engineers and computer scientists who are looking to apply engineering principles to financial markets.
The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study.
The book builds from the fundamentals, with the help of simple examples, clearly explaining the concepts to the level needed by an engineer, while showing their practical significance. Topics covered include an in depth examination of market microstructure and trading, a detailed explanation of High Frequency Trading and the 2010 Flash Crash, risk analysis and management, popular trading strategies and their characteristics, and High Performance DSP and Financial Computing. The book has many examples to explain financial concepts, and the presentation is enhanced with the visual representation of relevant market data. It provides relevant MATLAB codes for readers to further their study.
- Provides engineering perspective to financial problems
- In depth coverage of market microstructure
- Detailed explanation of High Frequency Trading and 2010 Flash Crash
- Explores risk analysis and management
- Covers high performance DSP & financial computing
商品描述(中文翻譯)
本書橋接了金融、數學金融與工程領域,適合希望將工程原則應用於金融市場的工程師和計算機科學家。 本書從基本原理開始,透過簡單的例子,清楚地解釋概念,達到工程師所需的理解水平,同時展示其實際意義。 涵蓋的主題包括市場微結構和交易的深入探討、高頻交易及2010年閃電崩盤的詳細解釋、風險分析與管理、流行的交易策略及其特徵,以及高效能數位信號處理(DSP)和金融計算。 本書提供許多例子來解釋金融概念,並透過相關市場數據的視覺化呈現來增強內容的表達。 另外,還提供相關的MATLAB程式碼,供讀者進一步學習。
- 提供工程視角來解決金融問題
- 深入探討市場微結構
- 詳細解釋高頻交易及2010年閃電崩盤
- 探索風險分析與管理
- 涵蓋高效能DSP與金融計算