Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书


Algorithmic and High-Frequency Trading

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Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书 著者简介

Álvaro Cartea, University College London

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, University of Toronto

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, Universidad Carlos III de Madrid

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.


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发表于2024-12-22

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书



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出版者:Cambridge University Press
作者:Álvaro Cartea
出品人:
页数:356
译者:
出版时间:2015-8-6
价格:$64.99
装帧:Hardcover
isbn号码:9781107091146
丛书系列:

图书标签: HFT  量化交易  quant  量化  交易  金融  Finance  Trade   


Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书 图书描述

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

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 用户评价

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课本、。就是各种解PDE。。

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非常适合研究生读的高频交易书籍,第一部分讲基于逆向选择的市场微结构,第二部分讲连续时间的随机最优控制,最后再讲算法交易模型,填补了这方面的空白:经济系学生一般不了解基于HJB方程的金融数学方法,而金融学生一般不了解信息经济学的背景知识。

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参考,知乎有中文专栏整理的读书笔记

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第一本真正意义上的高频交易的综述

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看过此书会解PDE!

Algorithmic and High-Frequency Trading 2024 pdf epub mobi 电子书


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