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Lucky's Textbooks, Dallas, TX, U.S.A.
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Venditore AbeBooks dal 22 luglio 2022
Codice articolo ABLIING23Mar2317530266273
A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.
Informazioni sugli autori:
Álvaro Cartea is a Reader in Financial Mathematics at University College London. Before joining UCL, he was Associate Professor of Finance at Universidad Carlos III, Madrid (2009–2012) and from 2002 to 2009 he was a Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck, University of London. He was previously JP Morgan Lecturer in Financial Mathematics at Exeter College, Oxford.
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.
Titolo: Algorithmic and High-Frequency Trading (...
Casa editrice: Cambridge University Press
Data di pubblicazione: 2015
Legatura: Rilegato
Condizione: New
Da: Big River Books, Powder Springs, GA, U.S.A.
Condizione: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Codice articolo BRV.1107091144.G
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Da: Speedyhen, London, Regno Unito
Condizione: NEW. Codice articolo NW9781107091146
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 23976348-n
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Da: PBShop.store UK, Fairford, GLOS, Regno Unito
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo GB-9781107091146
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 23976348
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9781107091146_new
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 23976348-n
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Da: Revaluation Books, Exeter, Regno Unito
Hardcover. Condizione: Brand New. 1st edition. 356 pages. 10.00x7.00x0.75 inches. In Stock. This item is printed on demand. Codice articolo __1107091144
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Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Da: CitiRetail, Stevenage, Regno Unito
Hardcover. Condizione: new. 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9781107091146
Quantità: 1 disponibili