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Chair of Quantitative Finance, MICS, CentraleSupélec Chair of Quantitative Finance, MICS, CentraleSupélec

Research group dedicated to the empirical and theoretical study of financial markets, with strong focus on market microstructure in order-driven markets.

http://fiquant.mas.ecp.fr/

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Chair of Quantitative Finance, MICS, CentraleSupélec Chair of Quantitative Finance, MICS, CentraleSupélec | fiquant.mas.ecp.fr Reviews
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Research group dedicated to the empirical and theoretical study of financial markets, with strong focus on market microstructure in order-driven markets.
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Chair of Quantitative Finance, MICS, CentraleSupélec Chair of Quantitative Finance, MICS, CentraleSupélec | fiquant.mas.ecp.fr Reviews

https://fiquant.mas.ecp.fr

Research group dedicated to the empirical and theoretical study of financial markets, with strong focus on market microstructure in order-driven markets.

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Chair of Quantitative Finance, MAS, ECP Talks - Chair of Quantitative Finance, MAS, ECP

http://fiquant.mas.ecp.fr/seminars-and-talks

Chair of Quantitative Finance. In this section you can browse the contributed talks given by the members of the Chair of Quantitative Finance. May 2015, Damien Challet, Theoretical physics seminar, La Sapienza, Rome, “Inference of implicit trader communication networks”. 14th april 2015, Frédéric Abergel, workshop on the mathematics of high frequency financial markets, IPAM, UCLA, “Carnets d’ordres pilotés par des processus de Hawkes”. October 2014, Damien Challet, Autorité des marchés financiers (AMF), ...

2

Chair of Quantitative Finance, MAS, ECP Published/Accepted - Chair of Quantitative Finance, MAS, ECP

http://fiquant.mas.ecp.fr/publications/accepted

Chair of Quantitative Finance. F Abergel, M. Anane, A. Chakraborti, I. Muni Toke, A. Jedidi, “Limit order books”,. Lallouache, Mehdi, and Damien Challet. “The limits of statistical significance of Hawkes processes fitted to financial data.” Quantitative Finance. F Abergel, G. Loeper, Option pricing and hedging with liquidity costs and market impact, Proceedings of the International Workshop on Econophysics and Sociophysics, Delhi, 2015, Springer, New Economic Window (to appear). Toke, loane Muni. &#8...

3

Chair of Quantitative Finance, MAS, ECP Events - Chair of Quantitative Finance, MAS, ECP

http://fiquant.mas.ecp.fr/events

Chair of Quantitative Finance. Market microstructure: confronting many viewpoints #3. Maison de la Chimie, Paris, Paris. International conference in honour of N. El Karoui and M. Crouhy. Hotel Kenzi Farah, Marrakech, Marrakech. 8th Kolkata Econophysics conference. Saha Institute of Nuclear Physics, Kolkata. Statistical modeling, financial data analysis and applications. IVSLA, Trieste, Trieste. Market microstructure: confronting many viewpoints. Espaces Diderot, Paris, Paris. ICTP, Trieste, Trieste.

4

Chair of Quantitative Finance, MAS, ECP Market Microstructure and Liquidity (MML) - Chair of Quantitative Finance, MAS, ECP

http://fiquant.mas.ecp.fr/market-microstructure-and-liquidity-mml

Chair of Quantitative Finance. Market Microstructure and Liquidity (MML). May 21, 2014. A new journal co-edited by Professor F. Abergel. Feel free to distribute the promotional flyer. 2015 econophysics conference will be in Delhi. June 2, 2015. A book on limit order books. March 19, 2015. Market microstructure: confronting many viewpoints #3. September 10, 2014. International conference in honour of Nicole El Karoui and Michel Crouhy. September 10, 2014. Market Microstructure and Liquidity (MML).

5

Chair of Quantitative Finance, MAS, ECP Liquidity watch - Chair of Quantitative Finance, MAS, ECP

http://fiquant.mas.ecp.fr/liquidity-watch

Chair of Quantitative Finance. Online access to data can be granted upon request to any researcher willing to use high frequency order book data. Please contact the administrators. To create an account. 2015 econophysics conference will be in Delhi. June 2, 2015. A book on limit order books. March 19, 2015. Market microstructure: confronting many viewpoints #3. September 10, 2014. International conference in honour of Nicole El Karoui and Michel Crouhy. September 10, 2014. May 21, 2014.

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Chair of Quantitative Finance, MICS, CentraleSupélec Chair of Quantitative Finance, MICS, CentraleSupélec

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