Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)
by Álvaro Cartea, Sebastian Jaimungal, José Penalva
Explores mathematical models and strategies for algorithmic and high-frequency trading, focusing on risk, execution, and market microstructure.
About This Book
This book presents the mathematical foundations and practical techniques used in algorithmic and high-frequency trading.
It covers stochastic control, market microstructure, and statistical arbitrage strategies.
Readers gain insight into risk management and execution algorithms employed by modern trading desks.
The text is designed for graduate students and practitioners seeking a quantitative approach to trading.
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