Academic Press, 2015. Click here for more information about the book.

Introduction

This book attempts to bridge 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.

Contents

1. Introduction
2. Financial Markets and Instruments
3. Fundamentals of Quantitative Finance
4. Trading Strategies
5. Risk Estimation and Management
6. Order Execution and Limit Order Book
7. Conclusion

---

If you have any question, please email me at akansu@njit.edu

Click here to go back home page!