Joffrey Derchu is a PhD student at École Polytechnique, working on:
- market regulation
- optimal market making
- high frequency data analytics
He has a Master 2 degree (M2) in Probabilities and Finance from University Paris 6 and École Polytechnique (El Karoui master program), and an undergrad in Applied mathematics at École Polytechnique.
Papers:
- On bid and ask side-specific tick sizes with Bastien Baldacci, Philippe Bergault and Mathieu Rosenbaum
- An approximate solution for options market-making in high dimension with Bastien Baldacci and Iuliia Manziuk
- AHEAD : Ad-Hoc Electronic Auction Design with Philippe Guillot, Thibaut Mastrolia, Mathieu Rosenbaum