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

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

Paperback

EconomicsCalculus

ISBN13: 9798248940028
Publisher: Independently Published
Published: Feb 18 2026
Pages: 482
Weight: 1.27
Height: 1.20 Width: 6.00 Depth: 9.00
Language: English
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.

Also from

Schwartz, Alice

Also in

Economics