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the chair news people conferences publications published/accepted papers working papers talks liquidity watch chair of quantitative finance the chair the chair of quantitative finance has been formally launched at école centrale paris – now centralesupélec – in october 2007. its purpose is to maintain a research group dedicated to the empirical and theoretical study of financial markets, focusing in particular on market microstructure in order-driven markets. our research spans along three main directions: empirical market microstructure; mathematical modelling in continuous time; numerical simulation of order books and trading strategies. this research is made possible thanks to huge databases – such as the thomson-reuters trth – that provide us with an invaluable environment for the conception, development and back-test of our models. starting in 2014 with the acquisition of the factset database, a new trend of research has been initiated, aimed at understanding the interactions between capital structure, fundamental data and market behaviour. these new studies depart from the more traditional approaches to market microstructure by mixing vastly different time-scales, from quarterly to micro-second data. in march 2013, the chair has been certified by the labex louis bachelier “finance et croissance durable”. upcoming events no events past events econophysics and apec conference in delhi 15/10/2017 - 18/10/2017 jawaharlal nehru university / delhi university workshop - portfolio dynamics and limit order books 12/12/2016 ecole centralesupélec market microstructure: confronting many viewpoints #3 08/12/2014 - 11/12/2014 maison de la chimie, paris search more events latest news postdoctoral position available june 29, 2018 econophysics and apec conference coming up soon in delhi october 7, 2017 workshop – portfolio dynamics and limit order books – first edition december 5, 2016 mmcs conference – second edition november 30, 2016 market microstructure: confronting many viewpoints #4 september 21, 2016 categories conferences (7) general (3) hiring (1) archives june 2018 (1) october 2017 (1) december 2016 (1) november 2016 (1) september 2016 (1) june 2015 (1) march 2015 (1) september 2014 (2) may 2014 (1) december 2013 (1) coordinates chair of quantitative finance laboratoire de mathématiques et informatique pour la complexité et les systèmes centralesupélec 9 rue joliot-curie 91190 gif-sur-yvette france chair of quantitative finance — laboratoire de mathématiques appliquées aux systèmes — école centrale paris

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>>> WHOIS request date: 2022-10-04T03:20:32.120026Z <<<


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  SERVER fr.whois-servers.net

  ARGS mas.ecp.fr

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RegrInfo
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DOMAIN

  >>> WHOIS REQUEST DATE 2022-10-04T03:20:32.120026Z <<<

  NAME mas.ecp.fr

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