Jean-Philippe Bouchaud, Julius Bonart (University College London), Jonathan Donier

Gebundenes Buch

Trades, Quotes and Prices

Beschreibung

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.

Autor

Jean-Philippe Bouchaud is a pioneer in Econophysics. He co-founded the company Science and Finance in 1994, which later merged with Capital Fund Management (CFM) in 2000. In 2007 he was appointed as an adjunct Professor at École Polytechnique, where he teaches a course on complex systems. His work focuses on the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of financial risks. He was awarded the Centre national de la recherche scientifique (CNRS) Silver Medal in 1995, the Risk Quant of the Year Award in 2017 and is the co-author along with Marc Potters of Theory of Financial Risk and Derivative Pricing (Cambridge,2009).

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 464
• Erscheinungstermin: 22. März 2018
• Englisch
• Abmessung: 250mm x 175mm x 29mm
• Gewicht: 954g
• ISBN-13: 9781107156050
• ISBN-10: 110715605X
• Artikelnr.: 49088013