2nd edition. — Butterworth-Heinemann, 2002. — 468 p. An overview of financial markets trading rules. It shows the financial market professional and student how to apply econometrics, computer modelling, technical and quantitative analysis to financial markets trading. Also explained in this text are technical indicators, neural networks, genetic algorithms, quantitative techniques...
World Scientific, 2004. — 163 p. This volume consists of a collection of articles from experts with a rich research and educational experience. The contributors of this volume are: Y Benyamini, M Gonzilez, V Mller, S Reich, E Matouskova, A J Zaslavski and A R Palacios. Each of their work is invaluable. For example, BenyaminiOCOs is the only updated survey of the exciting and...
Oxford University Press, 2013. — 289 p. Every year, thousands of students declare mathematics as their major. Many of these students are extremely intelligent and hardworking. However, even the best struggle with the demands of making the transition to advanced mathematics. Some struggles are down to the demands of increasingly independent study. Others, however, are more...
John Wiley, 2013. — 322 p. If hiring activity is highest in profitable and rapidly expanding industries, then highfrequency trading (HFT) is by far the most successful activity in the financial sector today. Take, for example, the Jobs classifieds in the Money and Investing section of the Wall Street Journal on November 27, 2012. All five advertisements placed there were for...
2nd edition. — Academic Press, 1998. — 410 p. A collection of problems and solutions in real analysis based on the major textbook, Principles of Real Analysis (also by Aliprantis and Burkinshaw), Problems in Real Analysis is the ideal companion for senior science and engineering undergraduates and first-year graduate courses in real analysis . It is intended for use as an...
Academic Press, 1998. — 426 p. With the success of its previous editions, Principles of Real Analysis, Third Edition, continues to introduce students to the fundamentals of the theory of measure and functional analysis. In this thorough update, the authors have included a new chapter on Hilbert spaces as well as integrating over 150 new exercises throughout. The new edition covers...
Cambridge University Press, 2009. — 366 p. Social scientists become experts in their own disciplines but aren’t always familiar with what is going on in neighboring fields. To foster a deeper understanding of the interconnection of the social sciences, economists should know where historical data come from, sociologists should know how to think like economists, political...
Edgehill Publishing, 2010. — 212 p. The foreign exchange market has rapidly become one of the most popular markets to trade in recent years. Because of its round-the-clock hours, high leverage and low margin requirements, thousands of ordinary people have become active traders. MetaTrader 4 (commonly abbreviated as MT4) has become one of the most popular trading platforms for...
Yale University Press, 2015. — 476 p. The idea for this book arose out of an introductory mathematics course, “Mathematics in the Real World”, that the authors co-designed and have taught at Yale and Stanford. The purpose of the course is to familiarize students whose primary interests lie outside of the sciences with the power and beauty of mathematics. In particular, we hope to...
McGraw-Hill, 2003. — 306 p. Exchange-traded funds, priced like a stock and traded continuously throughout the day, are the hottest thing in investing today. All About Exchange-Traded Funds is one of the first introductory guides to provide investors with the nuts-and-bolts aspects of ETFs, from various types and basic trading rules to effective trading strategies for building...
2nd edition. — Harcourt Press, 2000. — 532 p. Probability and Measure Theory , Second Edition, is a text for a graduate-level course in probability. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. Key Features: The Clear, readable style...
World Scientific, 2001. — 379 p. This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lectures and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners. The lectures...
World Scientific, 2001. — 363 p. The talks covered a wide range of topics in Quantitative Finance. For editorial clarity, we grouped the papers in four categories: "Finance Theory and Asset-Allocation", "Arbitrage Pricing and Derivatives", "Term-Structure Models" and "Algorithms for Pricing and Hedging". The section on Finance Theory and Asset-Allocation opens with a...
Wiley, 2008. — 195 p. This book is about risk analysis – basic ideas, principles and methods. Both theory and practice are covered. A number of books exist presenting the many risk analysis methods and tools, such as fault tree analysis, event tree analysis and Bayesian networks. In this book we go one step back and discuss the role of the analyses in risk management. How such...
Unpublished, 2016. — 549 p. Matrix Algebra. Regression Analysis. Law of Iterated Expectations. Variance Decomposition. Distribution Theory. Hypothesis Testing. OLS. MLE. Time Series Analysis. Portfolio Analysis.
Palgrave MacMillan, 2015. — 433 p. In The Medium of Contingency Elie Ayache builds upon his ground-breaking book The Blank Swan, in exploring the intersection of philosophy and finance, introducing new notions of price and market. Inverting the received view, he now sees a creation of matter in both the market and its metaphysics, rather than pure speculation. Once recognized as...
Harper and Brothers, 1949. — 337 p. The publication of this book with its comprehensive descriptions of the development, functions, and operating methods of Commodity Exchanges is most timely. Since the organization of the first Commodity Exchange shortly after the Civil War, these Exchanges have been the scapegoats of producers, consumers, and politicians. They have been held...
Wiley & Sons, 2015. — 417 p. This book is divided into five parts. Part I is entitled ‘Products and the background to trading’. It starts with a chapter on trading giving an overview of trading in general as well as that related to the financial services industry. The next chapter is a background to risk which is another important theme of the book. We then look into specific...
Blue Owl Press, 2007. — 367 p. An introduction to many aspects of technical analysis and quantitative analysis. Emphasis is on removing the mysteries from things that work that you should know about debunking that do not work so that you do not need to spend time finding them out for yourself. Presents detailed explanation of data splitting into in-sample and out-of-sample periods...
Wiley, 2006. — 281 p. Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles,...
Second Edition. — Palgrave Mcmillan, 2014. — 267 p. This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital...
American Mathematical Society, 2012. — 265 p. The main objective of this book is to give a comprehensive introduction to the qualitative theory of ordinary differential equations. In particular, among other topics, we study the existence and uniqueness of solutions, phase portraits, linear equations and their perturbations, stability and Lyapunov functions, hyperbolicity, and...
Wiley, 1964. — 462 p. This book presents the basic theory of real analysis. The algebraic and order properties of the real number system are presented in a simpler fashion than in the previous edition.
Wiley, 2010. — 108 p. This text provides the fundamental concepts and techniques of real analysis for students in all of these areas. It helps one develop the ability to think deductively, analyse mathematical situations and extend ideas to a new context. Like the first three editions, this edition maintains the same spirit and user-friendly approach with addition examples and...
Dover Publications, 2005. — 722 p. In recent decades matrix algebra and statistics and probability have become two of the most important areas of theoretical and applied mathematics, in terms of university curricula as well as actual research in the social, geographical, human, and life sciences. With a growing awareness of the usefulness of matrices in the statistical sciences...
Unpublished, 2015. — 94 p. Deep learning is a framework for training and modelling neural networks which recently have surpassed all conventional methods in many learning tasks, prominently image and voice recognition. This thesis uses deep learning algorithms to forecast financial data. The deep learning framework is used to train a neural network. The deep neural network is a...
Walter de Gruyter, 2001. — 248 p. It contained three introductory chapters on measure and integration as well as a chapter on measure in topological spaces, which was embedded in the probabilistic developments. Over the years these parts of the book were made the basis for lectures on measure and integration at various universities. Generations of students used the measure...
Springer, 1998. — 224 p. Assuming little previous mathematical knowledge, Error Correcting Codes provides a sound introduction to key areas of the subject. Topics have been chosen for their importance and practical significance, which Baylis demonstrates in a rigorous but gentle mathematical style. Coverage includes optimal codes; linear and non-linear codes; general techniques...
Unpublished, 2016. — 159 p. A First Course in Complex Analysis was written for a one-semester undergraduate course developed at Binghamton University (SUNY) and San Francisco State University, and has been adopted at several other institutions. For many of our students, Complex Analysis is their first rigorous analysis (if not mathematics) class they take, and this book reflects...
Unpublished, 2012. — 214 p. While there are many different aspects to volatility trading, not all of them are suitable for all investors. In order to allow easy navigation, we have combined the sections into six chapters (plus Appendix) that are likely to appeal to different parts of the equity derivatives client base. The earlier chapters are most suited to equity investors,...
Springer, 1999. — 490 p. This book is a record of a course on functions of a real variable, addressed to first-year graduate students in mathematics, offered in the academic year 1985-86 at the University of Texas at Austin. It consists essentially of the day-by-day lecture notes that I prepared for the course, padded up with the exercises that I seemed never to have the time to...
John Wiley & Sons, 2009. — 222 p. The tone and accent of this book, as revealed by each chapter title, would focus on an individual asset class such as office, industrial, multifamily, and so on.
Second Edition. — Princeton University Press, 2009. — 1103 p. This second edition of Matrix Mathematics represents a major expansion of the original work. While the total number of pages is increased 46% from 752 to 1100, the increase is actually greater since this edition is typeset in a smaller font to facilitate a manageable physical size. The second edition expands on the...
Springer, 1999. — 296 p. Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear...
Springer, 2007. — 217 p. This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their...
Shaharyah Publishers, 2013. — 406 p. The goal of this edition remains the same as the previous ones - to give a comprehensive and state-of-the-art treatment of all important aspects of the subject. The book comes with a straight forward and easy to understand computer programs written in C++.
Apress, 2017. — 262 p. Infiltration was the name of the game in 2015. Indeed, both emotionally and economically, it was an extraordinary year. While the world horrifically responded to the spate of terrorist attacks within their own borders, such as in Paris and other parts of the globe, the world of finance bore witness to a new kind of infiltration within its own borders. The...
Cambridge University Press, 1980. — 142 p. — ISBN: 978-0-521-23322-4, 978-0-521-29915-2. In elementary introductions to mathematical analysis, the treatment of the logical and algebraic foundations of the subject is necessarily rather skeletal. This book attempts to flesh out the bones of such treatment by providing an informal but systematic account of the foundations of...
Elsevier, 2009. — 306 p. Industry pressures to shorten trading cycles and provide information-on-demand are forcing firms to re-evaluate and re-engineer all operations. Shortened trading cycles will put additional emphasis on improving risk management through front-, middle-, and back-office operations. Both business and IT managers need to effectively translate these requirements...
Unpublished, 2008. — 134 p. Probability theory Derivatives Discrete time stochastic processes and pricing models Continuous time processes. Their connection to PDE Finer structure of financial time series
2nd edition. — Springer, 2002. — 245 p. The book covers the most important basics of any course on complex algebra, explaining the algebra of matrices with applications to analytical systems. Linear equations are treated through Hermite normal forms which provides a successful and concrete explanation of the notion of linear independence. Another important highlight is the...
Springer, 2007. — 514 p. This book gives an exposition of the foundations of modern measure theory and offers three levels of presentation: a standard university graduate course, an advanced study containing some complements to the basic course (the material of this level corresponds to a variety of special courses), and, finally, more specialized topics partly covered by more...
Wiley, 2017. — 270 p. Successful investing is all about common sense. As Warren Buffett, the Oracle of Omaha, has said, it is simple, but it is not easy. Simple arithmetic suggests, and history confirms, that the winning strategy for investing in stocks is to own all of the nation’s publicly held businesses at very low cost. By doing so you are guaranteed to capture almost the...
Inter-American Development Bank, 2006. — 343 p. Living with Debt focuses on how to manage sovereign debt safely and effectively. The report traces the history of sovereign borrowing in Latin America, releases a new data set on public debt, and analyzes the evolution of debt, highlighting the recent trend toward higher levels of domestic debt and lower external borrowing. The...
Wiley, 1998. — 619 p. Translated from Russian, this book is an up-to-date account of ergodicity and of the stability of random processes. Important examples are Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC) and MC in random environments (MCRI), as well as their continous time analogues.
John Wiley & Sons, 2014. — 160 p. Harry Boxer's proven techniques for short-term traders. Written in easy-to-understand language, Profitable Day and Swing Trading + Website explains the trading tactics that draw on price, volume, and pattern recognition. Highly regarded trader Harry Boxer offers the information needed to recognize chart patterns, identify trades, and execute...
8th edition. — Wiley, 2005. — 806 p. — ISBN: 9780470096529, 0470096527. "Elementary Differential Equations with Boundary Value Problems is written for students in science, engineering, and mathematics who have completed calculus through partial differentiation. If your syllabus includes Chapter 10 (Linear Systems of Differential Equations), your students should have some...
Springer, 2010. — 218 p. The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.