An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain - Hardcover

Chakravarty, Satya; Sarkar, Palash

Hardcover

ISBN 10: 1789738946 ISBN 13: 9781789738940

Publisher: Emerald Publishing Limited, 2020

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: Emerald Publishing Limited
• Publication date: 2020
• Language: English
• ISBN 10: 1789738946
• ISBN 13: 9781789738940
• Binding: Hardcover
• Number of pages: 191