HIGH FREQUENCY TRADING
Thursday 02 March 2017Date: March 2, 2017
Time: 17h-19h.
Place: Maison des Sciences Economiques, 106 Bd de l’Hôpital, 75013 Paris Room 116
Speaker: Charles-Albert Lehalle (CFM and Imperial College)
1- A quantitative perspective on high-frequency trading.
2- Mean field game of controls and an application to trade crowding.