Knowledge Library
What our guests read
Every book, paper, blog and link shared on The Sophron® Network, collected from the episodes and kept in one place.
Knowledge Library
Every book, paper, blog and link shared on The Sophron® Network, collected from the episodes and kept in one place.
New from our guests
by Albert J. Menkveld, Professor of Finance, VU Amsterdam
How trading frictions shape order flow, liquidity and prices, built up from first principles with theory and evidence in one notation. Open Jupyter notebooks let you change the parameters and rerun the models. Written for PhD and advanced Master's students, quant practitioners and policy researchers.
“The natural starting point for graduate students who want to understand the field as a whole.”Paul Milgrom, Nobel laureate