vendredi 2 septembre 2011
focus on high frequency market makers the 9th of Sept (Fri)
9h30. Albert Menkveld [VU University Amsterdam and TI Duisenberg School of Finance].High Frequency Trading and
the New-Market Makers
10h30. Rama Cont [Columbia and Paris 6 Universities], joint work with A. De Larrard.
11h30. Olivier Guéant [Paris 7 University], joint work with J. Fernandez-Tapia and C.A. Lehalle.Dealing with the
Inventory Risk
Libellés :
21 septembre 2011
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