! News: - Avis de Soutenance de Mr. Mohammed Salek : "Statistical analysis and modeling of opening and closing auctions in financial markets."

The BNP Paribas Chair in Quantitative Finance was inaugurated in October 2007 at the Ecole Centrale Paris, with the aim of forming a group of researchers working on the empirical and theoretical aspects of the microstructure of financial markets and notebooks. orders. At the end of 2011, the Chair had three permanent researchers, a seconded researcher, a post-doctoral fellow, a dozen PhD students. Its funding is guaranteed until 2017.

 

Research within the Chair is organized in three main directions: empirical studies of markets and their microstructure; mathematical modelling of order books and financial assets; empirical analysis and numerical simulation of trading strategies. This research is made possible by the use of large databases - Thomson Reuters TRTH database, Eurex and Xetra market data... - which provides us with an unrivalled environment for design, development and validation. of our models.

FiQuant team website

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