{"product_id":"mean-field-games-for-algorithmic-trading-alice-schwartz-9798199799546","title":"Mean-Field Games for Algorithmic Trading and Market Equilibrium: Modeling Interacting Agents and Nash Equilibria in Python with JAX","description":"\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003cp\u003eMean-Field Games for Algorithmic Trading and Market Equilibrium explores the application of mean-field game theory to modern financial markets. This book presents a rigorous framework for modeling large populations of interacting agents, price formation, and strategic behavior in high-frequency and algorithmic trading environments.\u003c\/p\u003e\u003cp\u003eReaders will learn how to formulate and solve mean-field games, analyze Nash equilibria in competitive market settings, and implement scalable simulations using Python and JAX. The text bridges advanced mathematical theory with practical computational methods, covering topics such as differential games, optimal control in finance, and large-scale agent-based modeling.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eKey Features: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eMathematical foundations of mean-field games and their relevance to market microstructure\u003c\/li\u003e\n\u003cli\u003eNumerical methods for solving high-dimensional game systems with JAX\u003c\/li\u003e\n\u003cli\u003eImplementation of interacting agent models and equilibrium computation\u003c\/li\u003e\n\u003cli\u003eApplications to algorithmic trading strategies and market equilibrium analysis\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWritten for quantitative researchers, financial engineers, and graduate students in applied mathematics, operations research, or computational finance, this book provides both theoretical insights and working code examples for building sophisticated market simulation models.\u003c\/p\u003e\u003cp\u003eThis is a technical reference focused on clarity, mathematical precision, and reproducible computational approaches.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Alice Schwartz,Oliver J. Thatch\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9798199799546\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Independently Published\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/03\/2026\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 364\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.97lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.91d","brand":"Alice Schwartz","offers":[{"title":"Paperback","offer_id":49148573286655,"sku":"9798199799546","price":31.99,"currency_code":"USD","in_stock":true}],"url":"https:\/\/www.whiterainbookhouse.com\/products\/mean-field-games-for-algorithmic-trading-alice-schwartz-9798199799546","provider":"WR Book House","version":"1.0","type":"link"}