Trades, Quotes and Prices: Financial Markets Under the Microscope - Jean-Philippe Bouchaud - Books - Cambridge University Press - 9781107156050 - March 22, 2018
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Jean-Philippe Bouchaud
Trades, Quotes and Prices: Financial Markets Under the Microscope

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For decades, discussions of financial markets have primarily centred on prices. In this book for practitioners, researchers and advanced students, the authors present an alternative approach - the microstructure approach - by considering the micro-scale actions of individual traders, and addressing many long-standing questions regarding market fairness, stability, and optimal trading.

492 pages, 79 b/w illus. 7 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 22, 2018
ISBN13 9781107156050
Publishers Cambridge University Press
Pages 460
Dimensions 253 × 180 × 27 mm   ·   954 g
Language English  

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