Trades, Quotes and Prices

Trades, Quotes and Prices by Jean-Philippe Bouchaud


ISBN
9781107156050
Published
Binding
Hardcover
Pages
460
Dimensions
178 x 253 x 25mm

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.
EOFY 2025 Book Frenzy
118.14
RRP: $138.99
15% off RRP


This product is unable to be ordered online. Please check in-store availability.
Instore Price: $138.99
Enter your Postcode or Suburb to view availability and delivery times.

Other Titles by Jean-Philippe Bouchaud


You might also like

Crypto Confidential
36.99
31.44
15% Off
Die With Zero
32.99
28.04
15% Off
Think And Grow Rich
27.99
23.79
15% Off
Xero For Dummies
39.95
31.95
20% Off

RRP refers to the Recommended Retail Price as set out by the original publisher at time of release.
The RRP set by overseas publishers may vary to those set by local publishers due to exchange rates and shipping costs.
Due to our competitive pricing, we may have not sold all products at their original RRP.