| A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading Contributor(s): Akansu, Ali N. (Author), Torun, Mustafa U. (Author) |
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ISBN: 0128015616 ISBN-13: 9780128015612 Publisher: Academic Press OUR PRICE: $70.24 Product Type: Paperback - Other Formats Published: March 2015 |
| Additional Information |
| BISAC Categories: - Technology & Engineering | Telecommunications - Technology & Engineering | Engineering (general) - Technology & Engineering | Signals & Signal Processing |
| Dewey: 621.382 |
| LCCN: 2015509245 |
| Physical Information: 0.35" H x 6.02" W x 9.07" (0.56 lbs) 156 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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 |