Chair:
PhD Students:
- Omar El Euch (rough volatility, the connection between the micro/macro scales, maker/taker fees).
- Pamela Saliba (collaboration with AMF) (High Frequency Trading)
- Othmane Mounjid (limit order book, optimal trading)
- Marcos Carreira (circuit breakers, information percolation, optimal regulation)
- Paul Jusselin (market microstructure theory, market efficiency)
- Antoine Fosset (collaboration with CFM) (market stability, crashes)
Post-Docs:
- Aditi Dandapani (rough volatility, the connection between the micro/macro scales)
Scientific Advisor:
Collaborators:
- Alexandre Laumonier
- Nicolas Megarbane