An introduction to algorithmic finance, algorithmic trading and Blockchain
Chakravarty, Satya R.
An introduction to algorithmic finance, algorithmic trading and Blockchain [electronic book] / Satya Chakravarty and Palash Sarkar. - online resource (xiv, 191 pages) : illustrations
Includes bibliographical references and index.
Background and preliminaries -- Valuation of Ccash flows and fixed income securities: an abridged analysis -- A brief analytical exposition of markets for options -- The binomial model: a simplified analysis -- Brownian motion, Ito Lemma and the Black-Scholes-Merton Model C -- Exotic options: an illustrative repsentation -- An abbreviated theoretical treatment of stochastic dominance relations -- Option pricing using finite difference method -- Option pricing using Monte Carlo methods -- Determining stochastic dominance relations -- Trading: background notions and market microstructure -- Algorithmic trading strategies -- Portfolio optimisation -- Measures of risk -- High frequency trading -- Background concepts for Blockchain -- Introduction to Blockchain -- Cryptocurrency: basics -- Cryptocurrency: further issues -- Examples of cryptocurrencies -- Applications of Blockchain.
Electronic reproduction.:
Emerald.
Mode of access: World Wide Web.
9781789738940 (hardback) 9781789738933 (e-book)
Economics
Blockchains (Databases)
International trade
Electronic commerce
Business logistics--Technological innovations
Financial engineering
658.72
An introduction to algorithmic finance, algorithmic trading and Blockchain [electronic book] / Satya Chakravarty and Palash Sarkar. - online resource (xiv, 191 pages) : illustrations
Includes bibliographical references and index.
Background and preliminaries -- Valuation of Ccash flows and fixed income securities: an abridged analysis -- A brief analytical exposition of markets for options -- The binomial model: a simplified analysis -- Brownian motion, Ito Lemma and the Black-Scholes-Merton Model C -- Exotic options: an illustrative repsentation -- An abbreviated theoretical treatment of stochastic dominance relations -- Option pricing using finite difference method -- Option pricing using Monte Carlo methods -- Determining stochastic dominance relations -- Trading: background notions and market microstructure -- Algorithmic trading strategies -- Portfolio optimisation -- Measures of risk -- High frequency trading -- Background concepts for Blockchain -- Introduction to Blockchain -- Cryptocurrency: basics -- Cryptocurrency: further issues -- Examples of cryptocurrencies -- Applications of Blockchain.
Electronic reproduction.:
Emerald.
Mode of access: World Wide Web.
9781789738940 (hardback) 9781789738933 (e-book)
Economics
Blockchains (Databases)
International trade
Electronic commerce
Business logistics--Technological innovations
Financial engineering
658.72