A Primer for Financial Engineering
Financial Signal Processing and Electronic Trading

Bridges the fields of finance, mathematical finance and engineering, all in one book!

Ali N. Akansu (Author), Mustafa U. Torun (Author)

9780128015612

Paperback / softback, published 25 March 2015

156 pages
22.9 x 15.1 x 1.1 cm, 0.39 kg

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/

1) Introduction2) Financial Markets and Instruments3) Mathematical Preliminaries4) Fundamentals of Quantitative Finance5) Trading Strategies6) Risk Estimation and Management7) Order Execution and Limit Order Book8) Conclusions

Subject Areas: Engineering: general [TBC], Accounting [KFC]