Algorithmic and High-Frequency Trading (Hardcover). Questo articolo non è disponibile.
Lingua: inglese
Editore: Cambridge University Press, Cambridge, 2015
- Rilegato
- Nuovo
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Venditore AbeBooks dal 12 ottobre 2005
Condizione: Nuovo
EUR 99,88
Descrizione dell’articolo da parte del venditore
Hardcover. The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you. This cutting-edge textbook shows how to build the advanced mathematical models that underpin modern trading algorithms. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this book is for you. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…
Codice articolo 9781107091146
- Titolo
- Algorithmic and High-Frequency Trading (Hardcover)
- Autore
- Sebastian Jaimungal
- Editore
- Cambridge University Press, Cambridge
- Anno di pubblicazione
- 2015
- Condizione
- new
- Rilegatura
- Hardcover
- Lingua
- inglese
- ISBN 10
- 1107091144
- ISBN 13
- 9781107091146
"Riassunto" può appartenere a un’altra edizione di questo titolo.
Informazioni sull’autore
Sebastian Jaimungal is an Associate Professor and Chair of Graduate Studies in the Department of Statistical Sciences, University of Toronto, where he teaches in the PhD and Masters in Mathematical Finance programs. He consults for major banks and hedge funds focusing on implementing advance derivative valuation engines and algorithmic trading strategies. He is also an associate editor for the SIAM Journal on Financial Mathematics, the International Journal of Theoretical and Applied Finance, the journal Risks and the Argo newsletter. Jaimungal is Vice Chair for the SIAM activity group on Financial Engineering and Mathematics, and his research has been widely published in academic and practitioner journals. His recent interests include high-frequency and algorithmic trading, applied stochastic control, mean-field games, real options, and commodity models and derivative pricing.
José Penalva is an Associate Professor at the Universidad Carlos III de Madrid, where he teaches in the PhD and Masters in Finance programs, as well as at the undergraduate level. He is currently working on information models and market microstructure and his research has been published in Econometrica and other top academic journals.
"Descrizione articolo" può appartenere a un’altra edizione di questo titolo.