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High Frequency Trading Do High Frequency Traders Affect Transaction Prices? 17 November, 2011 - Singapore
The impact of high-frequency traders on limit order markets: an evening presentation with Professor Jakša Cvitanić.

At a special presentation in Singapore on November 17, Jakša Cvitanić, Professor of Mathematical Finance at the California Institute of Technology and Affiliate Faculty of the EDHEC-Risk Institute PhD in Finance, will be discussing his recent research modelling the impact of high-frequency traders on limit order markets.

Programme
  • 5.45pm
    Registration

  • 6.00pm
    Presentation: Do High Frequency Traders Affect Transaction Prices?
    Jakša Cvitanić, Professor of Mathematical Finance, California Institute of Technology and Affiliate Faculty, EDHEC-Risk Institute PhD in Finance programme

  • 7.00pm
    Question & Answer Session

  • 7.30pm
    Reception
About the Speaker

Professor Cvitanić’s research focuses on the application of stochastic methods to a wide variety of market and corporate finance issues. He has published in leading journals, including Journal of Economic Theory, Journal of Financial Economics, Journal of Mathematical Economics, Management Science, and Review of Financial Studies.

Prior to joining Caltech in 2005, he held positions as Professor of Mathematics and Economics at the University of Southern California and Associate Professor of Statistics at Columbia University. Professor Cvitanić holds a BSc and an MSc in Mathematics from the University of Zagreb and a MPhil and a PhD in Statistics from Columbia University.

He has been on the affiliate faculty of the EDHEC-Risk Institute PhD in Finance programme since inception and teaches Continuous-Time Financial Economics in the programme’s Asian chapter in Singapore.
Event Details
  When   Between 17/11/2011 05:30 PM and 17/11/2011 08:30 PM
Where   EDHEC Risk Institute–Asia, One George Street, seventh floor, Singapore
 
Contact Details
  Name   Karen Teo
E-mail   karen.teo@edhec-risk.com
Phone   +65 6438 0030
 
Attachments
  Programme