A Primer for Financial Engineering: Financial Signal Processing and Electronic Trading (Paperback)

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

這本書橋接了金融、數學金融和工程領域，適合工程師和計算機科學家將工程原理應用於金融市場。書籍從基礎知識開始，通過簡單的例子幫助讀者清晰地解釋概念，並展示其實際意義。涵蓋的主題包括對市場微觀結構和交易的深入研究，對高頻交易和2010年閃崩的詳細解釋，風險分析和管理，流行的交易策略及其特點，以及高性能DSP和金融計算。書中有許多例子來解釋金融概念，並通過視覺化呈現相關市場數據來增強呈現效果。書中提供了相關的MATLAB代碼供讀者進一步學習使用。

- 提供了對金融問題的工程觀點
- 深入探討了市場微觀結構
- 詳細解釋了高頻交易和2010年閃崩事件
- 探討了風險分析和管理
- 涵蓋了高性能DSP和金融計算