Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

Stochastic Geometry for Quantitative Finance: Spatial Models, Random Fields, and Fractal Market Microstructure

by Alice Schwartz , Vincent Bisette , Hayden Van Der Post
Save 9% Save 9%
Current price ₹3,110.00
Original price ₹3,430.00
Original price ₹3,430.00
Original price ₹3,430.00
(-9%)
₹3,110.00
Current price ₹3,110.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Paperback
  • ISBN13: 9798248940028
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 486
  • Original Price: USD 34.99
  • Language: English
  • Edition: N/A
  • Item Weight: 645 grams
  • BISAC Subject(s): Econometrics

Reactive Publishing

Financial markets are not merely time series. They are spatial systems shaped by clustering, fragmentation, scaling behavior, and nonlinear structure. Traditional stochastic calculus captures temporal evolution. Stochastic geometry captures structure.

This book introduces stochastic geometry as a rigorous framework for modeling the spatial and structural dimensions of modern markets. From limit order book topology to liquidity fragmentation and volatility clustering, the text develops geometric and probabilistic tools for understanding how price formation emerges from spatial interactions.

You will explore:

  • Random fields and spatial dependence in high-frequency data

  • Fractal structures and scaling laws in market microstructure

  • Point processes and order book geometry

  • Spatial covariance and clustering in liquidity

  • Percolation-style models of market stability

  • Geometric interpretations of volatility surfaces

  • Practical numerical implementations in Python

Rather than treating markets as abstract Brownian motion alone, this book frames them as structured stochastic environments where geometry matters.

Designed for quantitative analysts, financial engineers, researchers, and advanced students, this text bridges probability theory, spatial statistics, and microstructure modeling into a unified framework.

This is not a trading system manual. It is a structural lens for understanding how markets organize themselves in space and scale.

For quants who already understand stochastic calculus and want to go deeper into structure, topology, and fractal behavior, this book provides the mathematical foundation and practical modeling pathway.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us