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Review
“…a highly technical book that is fascinating…There are a lot of deep ideas in this book and, as such, experts in ICA will want to have it at their disposal. No doubt this book would be a wonderful resource for a graduate student about to embark [...]

May 17th, 2009 | Filed under Risk management

Review
“…researchers…introduce independent component analysis as a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or signals.” (SciTech Book News, Vol. 25, No. 4, December 2001)
Product Description
A comprehensive introduction to ICA for students and practitioners [...]

May 16th, 2009 | Filed under Risk management

Product DescriptionThe book inquires the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade models. The text also introduces a new framework for estimation and hypothesis [...]

May 12th, 2009 | Filed under Quant trading

Review
“Independent component analysis is a recent and powerful addition to the methods that scientists and engineers have available to explore large data sets in high-dimensional spaces. This book is a clearly written introduction to the foundations of ICA and the practical issues that arise in applying [...]

May 12th, 2009 | Filed under Risk management

Product DescriptionPraise for The Daily Trading Coach “A great book! Simply written, motivational with unique content that leads any trader, novice or experienced, along the path of self-coaching. This is by far Dr. Steenbarger’s best book and a must-have addition to any trader’s bookshelf. I’ll [...]

May 11th, 2009 | Filed under Quant trading

Amazon.com Review
Just about every C programmer I respect learned C from this book. Unlike many of the 1,000 page doorstops stuffed with CD-ROMs that have become popular, this volume is concise and powerful (if somewhat dangerous) — like C itself. And it was [...]

May 8th, 2009 | Filed under Programming

Product Description
This book introduces C# as the language of choice in developing front office software. In addition to writing code, it also covers debugging techniques, deployment issues and other relevant topics. It is written by a front office technologist for front office technologists. All the topics [...]

May 8th, 2009 | Filed under Programming

Review
“The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work.” —Paul Embrechts, Professor of Mathematics, ETH Zurich — Review
Review
Prepublication Praise:”The authors have shaped the field of high-frequency data in finance; the text provides [...]

May 6th, 2009 | Filed under Quant trading

Review
featured in 5 of the best – Quality World November 2006
–This text refers to the
Hardcover
edition.
Product Description
As in the sixth edition, end-of-chapter problems are divided into two groups: “Questions and Problems” and “Assignment Questions”. Solutions to the Questions and Problems are [...]

May 1st, 2009 | Filed under Derivative pricing

Review
“If you want to know more about credit derivatives-and these days an increasing number of people do-then you should read this book.” — Merton H. Miller, winner, Nobel Prize in Economics, 1990; Robert R. McCormick Distinguished Service Professor Emeritus, University of Chicago Graduate School of Business”If [...]

Apr 29th, 2009 | Filed under Derivative pricing