Álvaro Cartea

Research interests

• Stochastic approximation and learning in dynamic games

• High-Frequency and Algorithmic Trading

• Mathematical Finance

• Financial Economics

• Asset Pricing

• Energy Markets

Publications

Working Papers

My Google Scholar page

My SSRN page

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

4. Journal of Energy Markets