Tags: Market Microstructure, Quantitative Finance, Bouchaud, Order Flow, Liquidity, Limit Order Book, HFT, Price Dynamics, Financial Modelling, Cambridge University Press
Trades, Quotes and Prices: Financial Markets Under the Microscope by Bouchaud, Bonart, Donier & Gould (Hardcover, 2018) – 9781107156050 - Hardcover
- Type: Hardcover Book.
- Publisher: Cambridge University Press
- Language : English
Trades, Quotes and Prices: Financial Markets Under the Microscope by Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier & Martin Gould (Hardcover, 2018) – ISBN 9781107156050
Trades, Quotes and Prices: Financial Markets Under the Microscope offers a rigorous and data-driven exploration of how modern financial markets actually work. Written by Jean-Philippe Bouchaud and colleagues—leaders in quantitative finance and statistical physics—this Cambridge University Press title provides the most detailed analysis of market microstructure available today.
Product Details
- Title: Trades, Quotes and Prices: Financial Markets Under the Microscope
- Authors: Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould
- Publisher: Cambridge University Press
- Publication Date: 22 March 2018
- ISBN-13: 9781107156050
- Format: Hardcover / Academic Reference
- Pages: 584
- Price: £40.99
- Availability: In Stock | Free UK & EU Shipping
This seminal work dissects how prices form and evolve in electronic markets. It combines insights from econophysics, empirical data, and quantitative models to explain liquidity, volatility, and order-book dynamics—making it essential reading for quants, traders, and regulators.
Key Features
- Empirical Depth: Based on extensive high-frequency data from global equity and futures markets.
- Quantitative Rigor: Integrates stochastic processes, agent-based models, and market statistics.
- Micro-to-Macro Connection: Shows how individual order behaviour aggregates into market-level phenomena.
- Cross-Disciplinary: Blends economics, physics, and data science to decode price dynamics.
- Practical Relevance: Insights used by trading firms, hedge funds, and exchanges worldwide.
Table of Contents Highlights
- Market Microstructure: An Overview
- Orders, Quotes, and Trades
- Liquidity and Order-Book Dynamics
- Price Impact and Volatility
- High-Frequency Trading and Algorithmic Behaviour
- Long-Term Market Efficiency and Anomalies
- Modelling and Simulating Market Dynamics
Who Should Read This Book?
- Quantitative analysts and traders
- Market-structure researchers and regulators
- Hedge-fund professionals and algo developers
- Graduate students in finance, economics, and applied mathematics
Why Buy from BooksGoat UK?
- Best Price: £40.99 vs RRP £57.99
- Free UK & EU Shipping
- Authentic Cambridge University Press Edition verified ISBN 9781107156050
- Eco-Friendly Packaging and fast UK dispatch
FAQs
- Is this suitable for quantitative finance courses?
- Yes — it’s widely adopted in postgraduate finance and financial engineering programmes worldwide.
- Does it include mathematical derivations?
- Yes — the text includes full derivations, statistical analysis, and real-world case studies.
- Can non-quants follow it?
- Basic familiarity with probability and calculus is helpful but not mandatory; explanations are intuitive and visual.
Final Call – Buy Now
Trades, Quotes and Prices is the definitive reference on how markets truly function — from microseconds to macro trends. Order now from BooksGoat.co.uk for £40.99. Free UK & EU shipping included.
