Research interests
Stochastic approximation and learning in dynamic games
Algorithmic pricing and algorithmic collusion
Decentralised Finance
Automated Market Making
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