A Primer for Financial Engineering: Financial Signal Processing and Electronic

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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.

• 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
  

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Ali N. Akansu, Mustafa U. Torun-A Primer for Financial Engineering_ Financial Si.pdf (2.09 MB, 需要: 5 个论坛币)

2015-7-23 21:39:40 上传

A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading
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Paperback: 156 pages
Publisher: Academic Press; 1 edition (April 8, 2015)
Language: English
ISBN-10: 0128015616
ISBN-13: 978-0128015612
Product Dimensions: 6 x 0.4 x 9 inches
Shipping Weight: 8 ounces
http://www.amazon.com/Primer-Financial-Engineering-Processing-Electronic/dp/0128015616/ref=sr_1_1_twi_1_pap?ie=UTF8&qid=1437658470&sr=8-1&keywords=A+Primer+for+Financial+Engineering%3A+Financial+Signal+Processing+and+Electronic+Trading

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关键词：Engineering engineerin electronic Processing financial principles practical computer concepts detailed

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谢谢分享！

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很好的一本书，感谢分享

Financial Trading and Investing

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