Álvaro Cartea

Email: Alvaro.Cartea@maths 'dot' ox 'another dot' then ac dot' uk

University of Oxford

Research interests

  • 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

Brief Bio:

Álvaro Cartea is Professor of Mathematical Finance in the Mathematical Institute, University of Oxford and an academic member of the Oxford-Man Institute. Before coming to Oxford Álvaro was a Reader in Mathematical Finance at University College London, Associate Professor of Finance at Universidad Carlos III, Madrid-Spain, and Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck-University of London. He was 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


Link to past conferences:

Commodity and Energy Markets, Oxford June 2017

Paris June 23 and 24, 2016

Energy and Commodity Finance

FOLLOW LINK FOR CONFERENCE ON AT AND HFT, at

University College London, April 2013

http://advances-in-hft.com/