August 2011
Beginner
208 pages
5h 12m
English
book
Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies
by Anatoly B. Schmidt
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About the Author
Dr. Anatoly B. (Alec) Schmidt holds an M.S. and Ph.D. in physics from Latvian University. His research on statistical physics, chemical physics, and biophysics has been summarized in the monograph, “Statistical thermodynamics of classical plasmas” (Energoatomizdat, Moscow, 1991) and in more than 40 academic papers.
Dr. Schmidt has been working as a quantitative analyst in the financial industry since 1997. He has published several papers on agent-based modeling of financial markets, market microstructure, and algorithmic trading as well as a book entitled Quantitative Finance for Physicists: An Introduction (Elsevier, 2004). Dr. Schmidt also teaches in the financial engineering program of Stevens Institute of Technology.
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