Seuraa
Martin Gould
Martin Gould
Vahvistettu sähköpostiosoite verkkotunnuksessa maths.ox.ac.uk
Nimike
Viittaukset
Viittaukset
Vuosi
Bridging the gap to university mathematics
E Hurst, M Gould
Springer, 2009
1024*2009
Limit order books
M Gould, M Porter, S Williams, M McDonald, D Fenn, S Howison
Available at SSRN 1970185, 2011
4202011
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
2102018
Queue imbalance as a one-tick-ahead price predictor in a limit order book
MD Gould, J Bonart
Market Microstructure and Liquidity 2 (02), 1650006, 2016
522016
Multi-level order-flow imbalance in a limit order book
K Xu, MD Gould, SD Howison
Market Microstructure and Liquidity 4 (03n04), 1950011, 2018
312018
Latency and liquidity provision in a limit order book
J Bonart, MD Gould
Quantitative Finance 17 (10), 1601-1616, 2017
222017
Fenn, and Sam D. Howison
MD Gould, MA Porter, S Williams, M McDonald, J Daniel
Limit order books. Quantitative Finance 13 (11), 1709-1742, 2013
19*2013
Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press: Cambridge, 0
14
Quasi-centralized limit order books
MD Gould, MA Porter, SD Howison
Quantitative Finance 17 (6), 831-853, 2017
92017
The long memory of order flow in the foreign exchange spot market
MD Gould, MA Porter, SD Howison
Market Microstructure and Liquidity 2 (01), 1650001, 2016
92016
Ramsey Theory
M Gould
University of Oxford, 1-15, 2010
52010
Counterparty credit limits: The impact of a risk-mitigation measure on everyday trading
MD Gould, N Hautsch, SD Howison, MA Porter
Applied Mathematical Finance 27 (6), 520-548, 2020
22020
Counterparty credit limits: An effective tool for mitigating counterparty risk?
MD Gould, N Hautsch, SD Howison, MA Porter
CFS Working Paper Series, 2017
22017
The Limit Order Book: A Survey
MD Gould, MA Porter, S Williams, M McDonald, DJ Fenn, SD Howison
CornelL University Library, eprint, 0
1
Quasi-centralized limit order books
S Howison, M Gould, M Porter
Quantitative Finance 17 (6), 2017
2017
Electronic trading in the foreign exchange spot market
M Gould
University of Oxford, 2013
2013
Modelling hurricane track memory
LM Manus, M Barons, M Belica, C Chleboun, P Dellar, S Gin, MD Gould, ...
2010
Separable Differential Equations
E Hurst, M Gould, M Gould, E Hurst
Bridging the Gap to University Mathematics, 1-14, 2009
2009
Logic, Sets and Functions
E Hurst, M Gould, M Gould, E Hurst
Bridging the Gap to University Mathematics, 1-13, 2009
2009
Books, Sc., Received. 255
MS Lond, MD Gould, MC Oxon
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Artikkelit 1–20