A Primer for Financial Engineering

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. Please visit the companion website on http://booksite.elsevier.com/9780128015612/ 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

Produk Detail:

  • Author : Ali N. Akansu
  • Publisher : Academic Press
  • Pages : 156 pages
  • ISBN : 0128017503
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKA Primer for Financial Engineering

A Primer for Financial Engineering

A Primer for Financial Engineering
  • Author : Ali N. Akansu,Mustafa U. Torun
  • Publisher : Academic Press
  • Release : 25 March 2015
GET THIS BOOKA Primer for Financial Engineering

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,

Mathematics for Finance

Mathematics for Finance
  • Author : Marek Capinski,Tomasz Zastawniak
  • Publisher : Springer
  • Release : 18 April 2006
GET THIS BOOKMathematics for Finance

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this

Principles of Financial Engineering

Principles of Financial Engineering
  • Author : Salih N. Neftci
  • Publisher : Academic Press
  • Release : 09 December 2008
GET THIS BOOKPrinciples of Financial Engineering

Principles of Financial Engineering, Second Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows you how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the

Introduction to C++ for Financial Engineers

Introduction to C++ for Financial Engineers
  • Author : Daniel J. Duffy
  • Publisher : John Wiley & Sons
  • Release : 24 October 2013
GET THIS BOOKIntroduction to C++ for Financial Engineers

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book: C++ fundamentals

Practical Methods of Financial Engineering and Risk Management

Practical Methods of Financial Engineering and Risk Management
  • Author : Rupak Chatterjee
  • Publisher : Apress
  • Release : 26 September 2014
GET THIS BOOKPractical Methods of Financial Engineering and Risk Management

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets—from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many

Principles of Financial Engineering

Principles of Financial Engineering
  • Author : Robert Kosowski,Salih N. Neftci
  • Publisher : Academic Press
  • Release : 26 November 2014
GET THIS BOOKPrinciples of Financial Engineering

Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edition describes the "engineering" elements of financial engineering instead of the mathematics underlying it. It shows how to use financial tools to accomplish a goal rather than describing the tools themselves. It lays emphasis on the engineering aspects of derivatives (how to create them) rather than their pricing (how they act) in relation to other instruments, the financial

Financial Calculus

Financial Calculus
  • Author : Martin Baxter,Andrew Rennie
  • Publisher : Cambridge University Press
  • Release : 19 September 1996
GET THIS BOOKFinancial Calculus

The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as

Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics
  • Author : Peter M. Knopf,John L. Teall
  • Publisher : Elsevier
  • Release : 29 July 2015
GET THIS BOOKRisk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and

Introduction to Quantitative Methods for Financial Markets

Introduction to Quantitative Methods for Financial Markets
  • Author : Hansjoerg Albrecher,Andreas Binder,Volkmar Lautscham,Philipp Mayer
  • Publisher : Springer Science & Business Media
  • Release : 28 June 2013
GET THIS BOOKIntroduction to Quantitative Methods for Financial Markets

Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can

Applied Probabilistic Calculus for Financial Engineering

Applied Probabilistic Calculus for Financial Engineering
  • Author : Bertram K. C. Chan
  • Publisher : John Wiley & Sons
  • Release : 11 September 2017
GET THIS BOOKApplied Probabilistic Calculus for Financial Engineering

Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and