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Algorithmischer und Hochfrequenzhandel (gebundenes oder verpacktes Buch) Alvaro Cartea Se-
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eBay-Artikelnr.:388758934662
Artikelmerkmale
- Artikelzustand
- Brand
- Cambridge University Press
- Binding
- TC
- EAN
- 9781107091146
- ISBN
- 1107091144
- Book Title
- Algorithmic and High-Frequency Trading
- Manufacturer
- Cambridge University Press
Über dieses Produkt
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
1107091144
ISBN-13
9781107091146
eBay Product ID (ePID)
215998073
Product Key Features
Number of Pages
356 Pages
Publication Name
Algorithmic and High-Frequency Trading
Language
English
Publication Year
2015
Subject
Finance / General, E-Commerce / Online Trading, Applied, Investments & Securities / General
Type
Textbook
Subject Area
Mathematics, Business & Economics
Format
Hardcover
Dimensions
Item Height
0.8 in
Item Weight
30.8 Oz
Item Length
10 in
Item Width
7.2 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2015-018946
Reviews
Advance praise: '[This book] is an important and timely textbook on algorithmic trading. Human traders in financial markets are an endangered species, gradually replaced by computers and algorithms. In this new world, designing and coding trading strategies requires knowledge of market microstructure, basic economic principles governing price formation in financial markets, and stylized facts about price dynamics and trading activity. It also requires specific mathematical tools, such as stochastic control, and understanding of how these tools are used to solve trading problems. Algorithmic and High-Frequency Trading is unique in that it provides a unified treatment of these topics. I enjoyed reading it and recommend it highly to students or practitioners interested in mathematical models used in algorithmic trading.' Thierry Foucault, HEC Paris, "This textbook is a welcome addition to the literature on algorithmic trading and the high-frequency markets. It fills a significant gap by bringing cutting-edge mathematical models to bear on the analysis and implementation of practical algorithms. Using a unique blend of microstructure theory, financial data analysis, and mathematical models, the authors walk the reader through the maze of the high-frequency markets, detailing how the exchanges work, and what kind of data they generate. Trading algorithms and their practical implementations are described in easy-to-understand prose, and illustrated with enlightening simulations. This text is ideal for graduate students and researchers in financial mathematics and engineering, as well as for practitioners already working in the field." Ren Carmona, Princeton University
Dewey Edition
23
Illustrated
Yes
Dewey Decimal
332.64
Table Of Content
Preface; How to read this book; Part I. Microstructure and Empirical Facts: 1. Electronic markets and the limit order book; 2. A primer on the microstructure of financial markets; 3. Empirical and statistical evidence - prices and returns; 4. Empirical and statistical evidence - activity and market quality; Part II. Mathematical Tools: 5. Stochastic optimal control and stopping; Part III. Algorithmic and High-Frequency Trading: 6. Optimal execution with continuous trading I; 7. Optimal execution with continuous trading II; 8. Optimal execution with limit and market orders; 9. Targeting volume; 10. Market making; 11. Pairs trading and statistical arbitrage strategies; 12. Order imbalance; Appendix A. Stochastic calculus for finance; Bibliography; Glossary; Subject index.
Synopsis
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.
LC Classification Number
HG4515.95 .C387 2015
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Thrift-Mob Acquisitions
99,5% positive Bewertungen•1.059 Artikel verkauft
Angemeldet als privater VerkäuferDaher finden verbraucherschützende Vorschriften, die sich aus dem EU-Verbraucherrecht ergeben, keine Anwendung. Der eBay-Käuferschutz gilt dennoch für die meisten Käufe. Mehr erfahrenMehr erfahren
Verkäuferbewertungen (325)
- 8***7 (24)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufQuick shipment so charges were acceptable. Item arrived well packaged. Items same as photos in listing. overall price for items and shipping was reasonable. Solid seller with good communication.
- p***r (11)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufThe product was just as described. Packaging was great. Item was shipped at the time of purchase but took 10 days to arrive. That may have been on the posting , not sure. Transaction was seamless. I am very pleased.ORECK XL2 40th Anniv. Edition Celoc Hypo Allergenic fil VACUUM CLEANER OUTER BAG (Nr. 388035216914)
- l***1 (2467)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufAt already half what maker of lighting kit charges on their website, this 5-Star seller deepened the discount several more dollars, still with very low postage charge. Arrived quickly, securely packaged, and as described, ready for install. Thank you!