Books

Catalogue · quantitative methods

Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.

Algorithmic trading & DMA

an introduction to direct access trading strategies

Barry Johnson · 2010 · Risk Books

This comprehensive guide delves into direct access trading strategies, focusing on algorithmic trading and its implications for market microstructure. It equips traders and analysts with the necessary mathematical models and practical insights to navigate the complexities of modern trading environments.

Algorithmic trading
Market microstructure
Quantitative methods

Classic

Economics of exchange rates

Lucio Sarno · Mark P. Taylor · 2002 · Cambridge University Press

This book provides a comprehensive analysis of the economics of exchange rates, focusing on the theoretical and empirical aspects of foreign exchange markets. It covers key topics such as monetary policy implications, the role of political economy, and the econometric techniques used in the field.

FX
Central banking & policy
Quantitative methods