A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading

0 avg rating
( 0 ratings by GoodReads )
 
9780128015612: A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading

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.

  • Provides engineering perspective to financial problems
  • In depth coverage of market microstructure
  • Detailed explanation of High Frequency Trading and 2010 Flash Crash
  • Explores risk analysis and management
  • Covers high performance DSP & financial computing

"synopsis" may belong to another edition of this title.

About the Author:

Ali N. Akansu received the BS degree from the Technical University of Istanbul, Turkey, in 1980, the MS and Ph.D degrees from the Polytechnic University, Brooklyn, New York in 1983 and 1987, respectively, all in Electrical Engineering. He has been with the Electrical & Computer Engineering Department of the New Jersey Institute of Technology since 1987. He was an academic visitor at David Sarnoff Research Center, at IBM T.J. Watson Research Center, and at GEC-Marconi Electronic Systems Corp. He was a Visiting Professor at Courant Institute of Mathematical Sciences of the New York University performed research on Quantitative Finance. He serves as a consultant to the industry. His current research and professional interests include theory of signals and transforms, financial engineering & electronic trading, and high performance DSP (FPGA & GPU computing).

Mustafa U. Torun received his BS and MS degrees from the Dokuz Eylul University, Turkey, in 2005 and 2007 respectively, both in electrical and electronics engineering. He received his Ph.D degree from the New Jersey Institute of Technology, Newark, NJ, in 2013, in electrical engineering. He published several papers and served as a peer reviewer in many journals and conferences in a wide range of topics including multi-resolution signal processing, statistical signal processing, pattern classification, neural networks, genetic algorithms; their applications in quantitative finance, electronic trading, high frequency trading, digital communications, digital imaging, biomedical engineering; and their implementations on general purpose graphics processing units (GP-GPU) and field programmable gate arrays (FPGA). His current interests include distributed systems, distributed algorithms, cloud computing, and massively parallel computing.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Akansu, Ali N.; Torun, Mustafa U.
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 226 x 152 mm. Language: English . Brand New Book. This book bridges 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. Please visit the companion website on * Provides engineering perspective to financial problems* In depth coverage of market microstructure* Detailed explanation of High Frequency Trading and 2010 Flash Crash* Explores risk analysis and management* Covers high performance DSP financial computing. Bookseller Inventory # AA59780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 41.35
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Akansu, Ali N.; Torun, Mustafa U.
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 226 x 152 mm. Language: English . Brand New Book. This book bridges 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. Please visit the companion website on * Provides engineering perspective to financial problems* In depth coverage of market microstructure* Detailed explanation of High Frequency Trading and 2010 Flash Crash* Explores risk analysis and management* Covers high performance DSP financial computing. Bookseller Inventory # AA59780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.67
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Akansu, Ali N.; Torun, Mustafa U.
Published by Elsevier Science Publishing Co Inc 2015-03-25, San Diego (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Hardcover Quantity Available: 10
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc 2015-03-25, San Diego, 2015. hardback. Book Condition: New. Bookseller Inventory # 9780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 45.35
Convert Currency

Add to Basket

Shipping: US$ 5.42
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Akansu, Ali N.; Torun, Mustafa U.
Published by Elsevier Science Publishing Co Inc
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Hardcover Quantity Available: 3
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc. Hardback. Book Condition: new. BRAND NEW, A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading, Ali N. Akansu, Mustafa Torun, This book bridges 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. * Provides engineering perspective to financial problems* In depth coverage of market microstructure* Detailed explanation of High Frequency Trading and 2010 Flash Crash* Explores risk analysis and management* Covers high performance DSP & financial computing. Bookseller Inventory # B9780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 43.85
Convert Currency

Add to Basket

Shipping: US$ 7.15
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Akansu, Ali N.; Torun, Mustafa U.
Published by Academic Press Inc (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Paperback Quantity Available: 1
Seller
Green Books
(Wicklow, Ireland)
Rating
[?]

Book Description Academic Press Inc, 2015. Paperback. Book Condition: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Bookseller Inventory # V9780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 51.77
Convert Currency

Add to Basket

Shipping: US$ 5.31
From Ireland to U.S.A.
Destination, Rates & Speeds

6.

Akansu, Ali N.; Torun, Mustafa U.
Published by Academic Press (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Softcover First Edition Quantity Available: 2
Rating
[?]

Book Description Academic Press, 2015. Book Condition: New. Num Pages: 156 pages. BIC Classification: TBC. Category: (P) Professional & Vocational. Dimension: 154 x 229 x 10. Weight in Grams: 270. . 2015. 1st Edition. Paperback. . . . . . Bookseller Inventory # V9780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 57.98
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

7.

Akansu, Ali N.; Torun, Mustafa U.
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Hardcover Quantity Available: 1
Seller
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Hardback. Book Condition: New. Not Signed; This book bridges 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. book. Bookseller Inventory # ria9780128015612_rkm

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 54.15
Convert Currency

Add to Basket

Shipping: US$ 4.02
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Akansu, Ali N.; Torun, Mustafa U.
Published by Academic Press
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Softcover Quantity Available: 2
Seller
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Academic Press. Book Condition: New. Num Pages: 156 pages. BIC Classification: TBC. Category: (P) Professional & Vocational. Dimension: 154 x 229 x 10. Weight in Grams: 270. . 2015. 1st Edition. Paperback. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780128015612

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 59.36
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

9.

Akansu, Ali N.; Torun, Mustafa U.
Published by Academic Pr (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Paperback Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Academic Pr, 2015. Paperback. Book Condition: Brand New. 156 pages. 9.00x6.00x0.50 inches. In Stock. Bookseller Inventory # __0128015616

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 52.26
Convert Currency

Add to Basket

Shipping: US$ 7.22
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Akansu, Ali N.; Torun, Mustafa U.
Published by Academic Press (2015)
ISBN 10: 0128015616 ISBN 13: 9780128015612
New Softcover Quantity Available: 1
Seller
Book Deals
(Lewiston, NY, U.S.A.)
Rating
[?]

Book Description Academic Press, 2015. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service!. Bookseller Inventory # ABE_book_new_0128015616

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.17
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book