£92.22

It has never been this cheap. We have no record of a lower price.

£92 today · cheaper than every other day in the last 3 months

Springer Dynamic Markov Bridges and Market Microstructure - Springer

View at Amazon

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 76 days · 76 data points (no recent data)

Historical
Generating forecast…
£92.22 £87.61 £89.45 £91.30 £93.14 £94.99 £96.83 26 July 2026 13 August 2026 01 September 2026 20 September 2026 09 October 2026
View at Amazon ↗

Price data last checked 15 day(s) ago - will refresh soon

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↑ Price chart
when this has been cheap or pricey
↑ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price Distribution

Price distribution over 76 days • 1 price levels

Days at Price
76 days 0 19 38 57 76 £92 Days at Price

Price Analysis

Most common price: £92 (76 days, 100.0%)

Price range: £92 - £92

Price levels: 1 different prices over 76 days

Description

Dynamic Markov Bridges and Market Microstructure presents a comprehensive exploration of Dynamic Markov Bridges by combining rigorous mathematical theory with practical financial applications. Part I develops the theoretical foundations using advanced tools including stochastic filtering, partial differential equations, and Markov processes, establishing the mathematical framework essential for understanding bridge dynamics. Part II applies these theoretical principles to asymmetric information models in financial markets, examining strategic behaviour of risk-neutral insiders who possess private signals about asset values and interactions with non-strategic noise traders. This volume, number 90 in the Probability Theory and Stochastic Modelling series from Springer, bridges the gap between abstract mathematical theory and real-world market dynamics, making it invaluable for researchers, practitioners, and advanced students in quantitative finance, probability theory, and mathematical finance.

Key Features

Combines stochastic filtering, partial differential equations, and Markov processes to construct Dynamic Markov Bridges from first principles.

Part II applies theoretical concepts to asymmetric information models, examining strategic risk-neutral insiders and noise trader interactions in financial markets.

Published by Springer as volume 90 in the Probability Theory and Stochastic Modelling series for academic credibility and comprehensive coverage.

Bridges theoretical mathematics with practical financial applications, making advanced concepts accessible to researchers and quantitative finance professionals.

Explores interplay between multiple mathematical disciplines to illuminate market microstructure and information asymmetry in trading environments.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
10 December 2019
Listed Since
29 September 2019

Barcode

No barcode data available

Similar Products You Might Like

Dynamic Markov Bridges and Market Microstructure: Theory and Applications: 90 (Probability Theory and Stochastic Modelling, 90)
96% match

Dynamic Markov Bridges and Market Microstructure: Theory and Applications: 90 (Probability Theory and Stochastic Modelling, 90)

Springer

£109.99 14 Aug 2026
Advanced Mathematical Methods for Finance
95% match

Advanced Mathematical Methods for Finance

Springer

£75.48 02 Oct 2026
Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)
95% match

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)

Springer

£82.89 11 Sep 2026
Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)
95% match

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)

Springer

£95.40 01 Oct 2026
Random Motions in Markov and Semi-Markov Random Environments 2: High-dimensional Random Motions and Financial Applications (Mathematics and Statistics)
95% match

Random Motions in Markov and Semi-Markov Random Environments 2: High-dimensional Random Motions and Financial Applications (Mathematics and Statistics)

Wiley

£113.87 20 Aug 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
95% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 08 Sep 2026
Springer Stochastic Integration and Differential Equations 2nd Ed
95% match

Springer Stochastic Integration and Differential Equations 2nd Ed

Springer

£92.63 22 Aug 2026
Stochastic Integration and Differential Equations: Version 2.1 (Stochastic Modelling and Applied Probability, 21)
95% match

Stochastic Integration and Differential Equations: Version 2.1 (Stochastic Modelling and Applied Probability, 21)

Springer

£90.70 12 Aug 2026
Continuous Stochastic Calculus with Applications to Finance
95% match

Continuous Stochastic Calculus with Applications to Finance

CRC Press

£62.85 30 Sep 2026
Pathwise Estimation and Inference for Diffusion Market Models
95% match

Pathwise Estimation and Inference for Diffusion Market Models

CRC Press

£138.44 19 Sep 2026
Springer Stochastic Calculus for Finance I - Binomial Model
95% match

Springer Stochastic Calculus for Finance I - Binomial Model

Springer

£47.41 20 Aug 2026
Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance
95% match

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Elsevier

£62.50 12 Sep 2026
STOCK PRICE PROCESSES: On the correlation of maximum gain and maximum loss of stock price processes
95% match

STOCK PRICE PROCESSES: On the correlation of maximum gain and maximum loss of stock price processes

VDM Verlag

£61.00 19 Oct 2026
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
95% match

Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance

Springer

£144.26 06 Oct 2026
Probability with Applications in Engineering, Science, and Technology: Revised and Updated (Springer Texts in Statistics)
95% match

Probability with Applications in Engineering, Science, and Technology: Revised and Updated (Springer Texts in Statistics)

Springer

£103.39 29 Aug 2026
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance)
95% match

Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance (Springer Finance)

Springer

£140.37 24 Sep 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
95% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£131.83 19 Sep 2026
Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)
95% match

Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)

Springer

£41.42 02 Sep 2026
Set-Indexed Martingales: Chapman & Hall Monograph 85
95% match

Set-Indexed Martingales: Chapman & Hall Monograph 85

Routledge

£125.00 26 Sep 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
95% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£92.22 04 Sep 2026
An Introduction to Stochastic Modeling
95% match

An Introduction to Stochastic Modeling

Elsevier

£75.31 11 Aug 2026
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
95% match

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Springer

£40.00 14 Aug 2026
Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
95% match

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Routledge

£62.60 25 Sep 2026
Asset Pricing: Modeling and Estimation (Springer Finance)
94% match

Asset Pricing: Modeling and Estimation (Springer Finance)

Springer

£82.69 20 Aug 2026