This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financi

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner’s

With the immediacy of today’s NASDAQ close and the timeless power of a Greek tragedy, The Quants is at once a masterpiece of explanatory journalism, a grippin

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time an