About the security, logically speaking it is more than centralized exchange absolutely. But from my own experience, a decentralized exchange is very awfull. Let's use Etherdelta or Forkdelta as an example, I had been using those 2 for years. But after using their exchange, in just a single day my wallet got emptied.
that means, even though its system is more secure logically but keeping the network safe is a different story. There might be a bug around the system that allows the hacker to steal users private key, a decentralized exchange needs more time to mature and to prove its worthiness. For now, let's stick to centralized exchange first.