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Published titles in this catalogue:
Cartea et al. · 2015 · MIT Press
This comprehensive overview of algorithmic and high-frequency trading delves into market microstructure and the quantitative methods that underpin these trading strategies. It is designed for practitioners seeking to understand the intricacies of derivatives and the technological frameworks that support high-speed trading operations.
Rebonato Riccardo · 1998 · MIT Press
This comprehensive text provides a detailed exploration of derivative pricing and hedging strategies, focusing on quantitative finance methodologies. It serves as a foundational resource for practitioners seeking to understand the complexities of derivatives in financial markets.
Maureen O'Hara · 2002 · MIT Press
A Primer on Market Microstructure by Maureen O'Hara provides an essential introduction to the intricacies of market microstructure, focusing on the mechanisms that underpin trading and price formation. This text is particularly relevant for traders, analysts, and researchers seeking to understand the operational dynamics of financial markets.
Owen F. Harris · 2002 · MIT Press
A Primer on Market Microstructure provides an accessible introduction to the essential concepts and mechanisms that underpin trading environments. It focuses on the behaviour of market participants and the impact of their actions on price formation and liquidity.
Paul R. Krugman · Maurice Obstfeld · 2008 · MIT Press
Currency Crises and Contagion explores the dynamics of currency crises, particularly in emerging markets, and the mechanisms of contagion that can spread financial instability across borders. Authored by renowned economists Paul R. Krugman and Maurice Obstfeld, this work provides an intermediate-level analysis suitable for policymakers, macro traders, and economists.
Ian Goodfellow et al. · 2016 · MIT Press
Deep Learning provides a comprehensive introduction to the field of deep learning, covering essential mathematical concepts, techniques employed in industry, and research perspectives. It addresses various applications, including natural language processing and computer vision, making it a vital resource for analysts in quantitative finance and technology.
Darrell Duffie · James Aitken · 2012 · MIT Press
Order Flow: The Price Impact of Trading provides an in-depth analysis of market microstructure and the quantitative aspects of trading. Authors Darrell Duffie and James Aitken explore how trading activities affect price formation and market dynamics, making it essential for practitioners in finance.
Richard S. Sutton · Andrew G. Barto · 2018 · MIT Press
This comprehensive text on reinforcement learning provides an in-depth exploration of key algorithms and concepts within the field, focusing on both theoretical foundations and practical applications. It covers a range of topics, including online learning algorithms, function approximation, and the intersection of reinforcement learning with psychology and neuroscience.
Richard K. Lyons · 2006 · MIT Press
Landmark FX microstructure reference.