Handbook of High-Frequency Trading and Modeling in Finance
()
Currently unavailable
Currently unavailable
About this ebook
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.
Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features:
• Contributions by well-known experts within the academic, industrial, and regulatory fields
• A well-structured outline on the various data analysis methodologies used to identify new trading opportunities
• Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets
• Practical applications using real-world data to help readers better understand the presented material
The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics.
Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley.
Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.
H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences.
Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.
Related to Handbook of High-Frequency Trading and Modeling in Finance
Titles in the series (11)
Handbook of Modeling High-Frequency Data in Finance Rating: 0 out of 5 stars0 ratingsHandbook of Volatility Models and Their Applications Rating: 5 out of 5 stars5/5Handbook of Market Risk Rating: 4 out of 5 stars4/5Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Rating: 5 out of 5 stars5/5Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk Rating: 4 out of 5 stars4/5Handbook of Fixed-Income Securities Rating: 4 out of 5 stars4/5Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk Rating: 4 out of 5 stars4/5Handbook of High-Frequency Trading and Modeling in Finance Rating: 0 out of 5 stars0 ratingsExtreme Events in Finance: A Handbook of Extreme Value Theory and its Applications Rating: 0 out of 5 stars0 ratings
Related ebooks
Introduction to Applied Statistical Signal Analysis: Guide to Biomedical and Electrical Engineering Applications Rating: 0 out of 5 stars0 ratingsHigh-Frequency Financial Econometrics Rating: 4 out of 5 stars4/5Advances in Portfolio Construction and Implementation Rating: 3 out of 5 stars3/5The Statistical Analysis of Failure Time Data Rating: 0 out of 5 stars0 ratingsThe Econometric Analysis of Recurrent Events in Macroeconomics and Finance Rating: 0 out of 5 stars0 ratingsModern Engineering Statistics Rating: 0 out of 5 stars0 ratingsSequential Estimation Rating: 0 out of 5 stars0 ratingsReliability of Computer Systems and Networks: Fault Tolerance, Analysis, and Design Rating: 0 out of 5 stars0 ratingsModern Multithreading: Implementing, Testing, and Debugging Multithreaded Java and C++/Pthreads/Win32 Programs Rating: 0 out of 5 stars0 ratingsSystem Reliability Theory: Models and Statistical Methods Rating: 0 out of 5 stars0 ratingsNumerical Issues in Statistical Computing for the Social Scientist Rating: 3 out of 5 stars3/5Modeling and Analysis of Telecommunications Networks Rating: 0 out of 5 stars0 ratingsMathematical Modeling with Multidisciplinary Applications Rating: 0 out of 5 stars0 ratingsFlowgraph Models for Multistate Time-to-Event Data Rating: 0 out of 5 stars0 ratingsHandbook of High-Frequency Trading and Modeling in Finance Rating: 0 out of 5 stars0 ratingsRisk Management Technology in Financial Services: Risk Control, Stress Testing, Models, and IT Systems and Structures Rating: 0 out of 5 stars0 ratingsEnergy Risk: Valuing and Managing Energy Derivatives Rating: 1 out of 5 stars1/5An Economic Analysis of Crime and Justice: Theory, Methods, and Applications Rating: 0 out of 5 stars0 ratingsData Processing and Reconciliation for Chemical Process Operations Rating: 0 out of 5 stars0 ratingsMeasurement Science for Engineers Rating: 5 out of 5 stars5/5Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications Rating: 0 out of 5 stars0 ratingsA Course in Time Series Analysis Rating: 3 out of 5 stars3/5Social Dynamics Models and Methods Rating: 0 out of 5 stars0 ratingsRegenerative Stochastic Simulation Rating: 0 out of 5 stars0 ratingsHandbook of Statistical Data Editing and Imputation Rating: 0 out of 5 stars0 ratingsEconomic and Financial Modelling with EViews: A Guide for Students and Professionals Rating: 0 out of 5 stars0 ratingsApplied Quantitative Methods for Trading and Investment Rating: 4 out of 5 stars4/5Multidimensional Liquid Chromatography: Theory and Applications in Industrial Chemistry and the Life Sciences Rating: 0 out of 5 stars0 ratingsOptimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches Rating: 0 out of 5 stars0 ratings
Finance & Money Management For You
The Psychology of Money: Timeless lessons on wealth, greed, and happiness Rating: 5 out of 5 stars5/5The 7 Habits of Highly Effective People: 15th Anniversary Infographics Edition Rating: 5 out of 5 stars5/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5Set for Life: An All-Out Approach to Early Financial Freedom Rating: 4 out of 5 stars4/5Capitalism and Freedom Rating: 4 out of 5 stars4/5The Great Reset: And the War for the World Rating: 4 out of 5 stars4/5Financial Words You Should Know: Over 1,000 Essential Investment, Accounting, Real Estate, and Tax Words Rating: 4 out of 5 stars4/5Principles: Life and Work Rating: 4 out of 5 stars4/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5The Great Awakening: Defeating the Globalists and Launching the Next Great Renaissance Rating: 4 out of 5 stars4/5The Tax and Legal Playbook: Game-Changing Solutions To Your Small Business Questions Rating: 3 out of 5 stars3/5The Richest Man in Babylon Rating: 4 out of 5 stars4/5Strategy Skills: Techniques to Sharpen the Mind of the Strategist Rating: 4 out of 5 stars4/5Good to Great: Why Some Companies Make the Leap...And Others Don't Rating: 4 out of 5 stars4/5The Book on Advanced Tax Strategies: Cracking the Code for Savvy Real Estate Investors Rating: 4 out of 5 stars4/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5Wealthology: The Science of Smashing Money Blocks Rating: 3 out of 5 stars3/5The Freedom Shortcut: How Anyone Can Generate True Passive Income Online, Escape the 9-5, and Live Anywhere Rating: 5 out of 5 stars5/5Built to Last: Successful Habits of Visionary Companies Rating: 4 out of 5 stars4/5How Rich People Think: Condensed Edition Rating: 4 out of 5 stars4/5Capitalism: A Ghost Story Rating: 4 out of 5 stars4/5Quiet Leadership: Six Steps to Transforming Performance at Work Rating: 4 out of 5 stars4/5Family Trusts: A Guide for Beneficiaries, Trustees, Trust Protectors, and Trust Creators Rating: 5 out of 5 stars5/5Alchemy: The Dark Art and Curious Science of Creating Magic in Brands, Business, and Life Rating: 4 out of 5 stars4/5The Total Money Makeover by Dave Ramsey: Summary and Analysis Rating: 4 out of 5 stars4/5
Reviews for Handbook of High-Frequency Trading and Modeling in Finance
0 ratings0 reviews