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

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

Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering
  • Author : Paul Glasserman
  • Publisher : Springer Science & Business Media
  • Release : 09 March 2013
GET THIS BOOKMonte Carlo Methods in Financial Engineering

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

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

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

Computational Methods in Finance

Computational Methods in Finance
  • Author : Ali Hirsa
  • Publisher : CRC Press
  • Release : 19 April 2016
GET THIS BOOKComputational Methods in Finance

As today’s financial products have become more complex, quantitative analysts, financial engineers, and others in the financial industry now require robust techniques for numerical analysis. Covering advanced quantitative techniques, Computational Methods in Finance explains how to solve complex functional equations through numerical methods. The first part of the book describes pricing methods for numerous derivatives under a variety of models. The book reviews common processes for modeling assets in different markets. It then examines many computational approaches for pricing

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

Derivatives

Derivatives
  • Author : Paul Wilmott
  • Publisher : Wiley
  • Release : 05 February 1999
GET THIS BOOKDerivatives

Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise

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

Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes

Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes
  • Author : Cornelis W Oosterlee,Lech A Grzelak
  • Publisher : World Scientific
  • Release : 29 October 2019
GET THIS BOOKMathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes

This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several