Research interests
Stochastic approximation and learning in dynamic games
High-Frequency and Algorithmic Trading
Mathematical Finance
Financial Economics
Asset Pricing
Energy Markets
Algorithmic and High-Frequency Trading
Cambridge University Press
Álvaro Cartea is Professor of Mathematical Finance in the Mathematical Institute, University of Oxford and director of the Oxford-Man Institute of Quantitative Finance. He is a founding member and deputy chairman of the Commodities & Energy Markets Association (CEMA). Before coming to Oxford, Álvaro was Reader in Mathematical Finance at University College London. He was also previously JP Morgan Lecturer in Financial Mathematics, Exeter College, University of Oxford. Álvaro obtained his doctorate from the University of Oxford in 2003.
Álvaro is editor in-chief of
1. Applied Mathematical Finance
and a member of the Editorial Boards of
2. Market Microstructure and Liquidity
3. Journal of Commodity Markets
Link to past conferences:
Commodity and Energy Markets, Oxford June 2017
Paris June 23 and 24, 2016
FOLLOW LINK FOR CONFERENCE ON AT AND HFT, at
University College London, April 2013