Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain

Inbunden, Engelska, 2020

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Beskrivning

The purpose of An Introduction to Algorithmic Finance is to provide a broad-based accessible introduction to three of the presently most important areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic understanding required for a career in the finance industry and for doing more specialized courses in finance.An Introduction to Algorithmic Finance breaks down into three parts. The first part provides the necessary theoretical background to Derivatives, Options and Stochastic Dominance. The second part covers various algorithmic issues of finance, discussing specific algorithms, their applications and consequences. The third part of the book is devoted to blockchain and cryptocurrency which complements the first two parts.An Introduction to Algorithmic Finance is an interesting, important read for anyone interested in or invested in the finance industry & it highlights and explains current phenomena in algorithmic finance in an articulate manner.

Produktinformation

Utgivningsdatum:2020-08-20
Mått:152 x 229 x 15 mm
Vikt:420 g
Format:Inbunden
Språk:Engelska
Antal sidor:208
Förlag:Emerald Publishing Limited
ISBN:9781789738940

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Satya R. Chakraarty is an Honorary Visiting Professor of Economics at the Indian Statistical Institute, Kolkata, India. He serves on the Editorial Boards of Social Choice and Welfare, Review of Income and Wealth and Journal of Economic Inequality. Palash Sarkar is a Professor at the Indian Statistical Institute, Kolkata. His primary research area is Cryptology. More generally, he is interested in topics at the intersection of Mathematics, Statistics and Computer Science.

Innehållsförteckning

I Derivatives, Options and Stochastic Dominance Chapter 1. Background and Preliminaries Chapter 2. Valuation of Cash Flows and Fixed Income Securities: An Abridged Analysis Chapter 3. A Brief Analytical Exposition of Markets for Options Chapter 4. The Binomial Model: A Simplified Analysis Chapter 5. Brownian Motion, Itô Lemma and The Black-Scholes-Merton Model Chapter 6. Exotic Options: An Illustrative Presentation Chapter 7. An Abbreviated Theoretical Treatment of Stochastic Dominance RelationsII Algorithmic IssuesChapter 8. Option Pricing Using Finite Difference MethodChapter 9. Option Pricing Using Monte Carlo Methods Chapter 10. Determining Stochastic Dominance RelationsChapter 11. Trading: Background Notions and Market MicrostructureChapter 12. Algorithmic Trading StrategiesChapter 13. Portfolio OptimisationChapter 14. Measures of RiskChapter 15. High Frequency Trading III Blockchain and CryptocurrencyChapter 16. Background Concepts for BlockchainChapter 17. Introduction to BlockchainChapter 18. Cryptocurrency: BasicsChapter 19. Cryptocurrency: Further IssuesChapter 20. Examples of CryptocurrenciesChapter 21. Applications of Blockchain

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