Workshop II: The Mathematics of High Frequency Financial Markets: Limit Order Books, Frictions, Optimal Execution and Program Trading

April 13 - 17, 2015

Speaker List

Frederic Abergel (École Centrale de Paris)
Aurelien Alfonsi (École Nationale des Ponts-et-Chaussées)
Robert Almgren (Quantitative Brokers and NYU)
René Carmona (Princeton University, Mathematics)
Alvaro Cartea (University College London)
Rama Cont (Imperial College)
Maria Alessandra Crisafi (University College London, Mathematics)
Austin Gerig (U.S. Securities and Exchange Commission)
Xin Guo (University of California, Berkeley (UC Berkeley))
Sebastian Jaimungal (University of Toronto)
Dmytro Karabash )
Sophie Laruelle (Université Paris-Est Créteil (UPEC))
Charles Lehalle (Capital Fund Management)
Michael Ludkovski (University of California, Santa Barbara (UC Santa Barbara))
Jin Ma (University of Southern California (USC))
Ioane Muni Toke (University of New Caledonia, Science and Technology)
Sergey Nadtochiy (University of Michigan)
Eyal Neuman (Hong Kong University of Science and Technology)
Huyên Pham (Université de Paris VII (Denis Diderot))
Mathieu Rosenbaum (Université de Paris VI (Pierre et Marie Curie))
Alexander Schied (Universität Mannheim, Department of Mathematics)
Sasha Stoikov (Cornell University)
Juan (Julie) Wu (University of Georgia)
Jianfeng Zhang (University of Southern California (USC))