An introduction to algorithmic finance, algorithmic trading and Blockchain [electronic book] / Satya Chakravarty and Palash Sarkar.
By: Chakravarty, Satya R [author]
.
Contributor(s): Sarkar, Palash [author].
Material type: 
BookPublisher: Bingley, United Kingdom : Emerald Publishing Limited, 2020Copyright date: ©2020Description: online resource (xiv, 191 pages) : illustrations.Content type: text Media type: computer Carrier type: online resourceISBN: 9781789738940 (hardback); 9781789738933 (e-book).Subject(s): Economics | Blockchains (Databases) | International trade | Electronic commerce | Business logistics -- Technological innovations | Financial engineeringDDC classification: 658.72 Online resources: E-book | Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| e-BOOK | MTU Bishopstown Library eBook | 658.72 (Browse shelf(Opens below)) | Not for loan |
Enhanced descriptions from Syndetics:
The purpose of An Introduction to Algorithmic Finance is to provide a broad-based accessible introduction to three of the presently most important areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic understanding required for a career in the finance industry and for doing more specialized courses in finance. An Introduction to Algorithmic Finance breaks down into three parts. The first part provides the necessary theoretical background to Derivatives, Options and Stochastic Dominance. The second part covers various algorithmic issues of finance, discussing specific algorithms, their applications and consequences. The third part of the book is devoted to blockchain and cryptocurrency which complements the first two parts. An Introduction to Algorithmic Finance is an interesting, important read for anyone interested in or invested in the finance industry & it highlights and explains current phenomena in algorithmic finance in an articulate manner.
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.
Emerald e-book collection purchased under School of Business Fund.
Author notes provided by Syndetics
Satya R. Chakraarty is an Honorary Visiting Professor of Economics at the Indian Statistical Institute, Kolkata, India. He serves on the Editorial Boards of Social Choice and Welfare, Review of Income and Wealth and Journal of Economic Inequality.Palash Sarkar is a Professor at the Indian Statistical Institute, Kolkata. His primary research area is Cryptology. More generally, he is interested in topics at the intersection of Mathematics, Statistics and Computer Science.