A Primer For Financial Engineering: Financial Signal Processing And Electronic Trading

Hardcover | March 25, 2015

byAli N. Akansu, Mustafa U. TorunEditorAli N. Akansu

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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 and financial computing

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From the Publisher

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 eng...

Ali N. Akansu received the BS degree from the Technical University of Istanbul, Turkey, in 1980, the MS and Ph.D degrees from the Polytechnic University, Brooklyn, New York in 1983 and 1987, respectively, all in Electrical Engineering. He has been with the Electrical & Computer Engineering Department of the New Jersey Institute of Tech...

other books by Ali N. Akansu

Format:HardcoverDimensions:156 pages, 9.41 × 7.24 × 0.98 inPublished:March 25, 2015Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0128015616

ISBN - 13:9780128015612

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Table of Contents

1) Introduction 2) Financial Markets and Instruments 3) Mathematical Preliminaries 4) Fundamentals of Quantitative Finance 5) Trading Strategies 6) Risk Estimation and Management 7) Order Execution and Limit Order Book 8) Conclusions