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  5. MSc in Mathematical and Computational Finance
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  7. Market Microstructure and Algorithmic Trading (2019-20)
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  9. Market Microstructure and Algorithmic Trading

Market Microstructure and Algorithmic Trading

Completion requirements
    • Exercises.pdf Exercises.pdf
    • Slides 1 LOB.pdf Slides 1 LOB.pdf
    • Slides 2 Execution.pdf Slides 2 Execution.pdf
    • Slides 3 Execution with Order FLow.pdf Slides 3 Execution with Order FLow.pdf
    • Slides 6 Market Making.pdf Slides 6 Market Making.pdf
    • Slides Poisson Jumps.pdf Slides Poisson Jumps.pdf
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