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Martin Gould currently works in the technology sector and was previously a James S. McDonnell Postdoctoral Fellow in the CFM-Imperial Institute of Quantitative Finance, which is part of the Department of Mathematics at Imperial College of Science, Technology and Medicine, University of Londo. Martin holds a D.Phil. (Ph.D.) in mathematics from the University of Oxford, Part III of the Mathematical Tripos from the University of Cambridge, and a B.Sc. (Hons) in mathematics from the University of Warwick.
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Trades, Quotes and Prices

Julius Bonart , Jonathan Donier , Martin Gould , Jean-Philippe Bouchaud


Cambridge University Press

2018-03-22

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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...

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