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A Primer for Financial Engineering

A Primer for Financial Engineering
  • Author : Ali N. Akansu
  • Publsiher : Academic Press
  • Release : 25 March 2015
  • ISBN : 0128017503
  • Pages : 156 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKA Primer for Financial Engineering

Summary:
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


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,






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


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


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


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


Financial Engineering

Financial Engineering
  • Author : Tanya S. Beder,Cara M. Marshall
  • Publisher : John Wiley & Sons
  • Release : 07 June 2011
GET THIS BOOKFinancial Engineering

FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Engineering aims to provide a comprehensive understanding of this important discipline by examining its fundamentals, the newest financial products, and disseminating


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


Computational Finance

Computational Finance
  • Author : Argimiro Arratia
  • Publisher : Springer Science & Business Media
  • Release : 08 May 2014
GET THIS BOOKComputational Finance

The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory,


Financial Signal Processing and Machine Learning

Financial Signal Processing and Machine Learning
  • Author : Ali N. Akansu,Sanjeev R. Kulkarni,Dmitry M. Malioutov
  • Publisher : John Wiley & Sons
  • Release : 20 April 2016
GET THIS BOOKFinancial Signal Processing and Machine Learning

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions,