Название книги: Handbook of High-Frequency Trading and Modeling in Finance


Автор:


ISBN: 9781118593400


Издательство: John Wiley & Sons Limited


Год: 2018


Кол-во стр.: 455


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.
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
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.
Probability and Stochastic Processes,
Handbook of Probability,
Handbook of Modeling High-Frequency Data in Finance
, all published by Wiley.
Handbook of Modeling High-Frequency Data in Finance,
also published by Wiley.
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.
Handbook of Modeling High-Frequency Data in Finance,
also published by Wiley.