Electronic Markets

Ects : 3
Compétence à acquérir :
Advance the understanding and practice of electronic markets.

Description du contenu de l'enseignement :
Electronic financial markets, Trading cost analysis, optimal execution, high ferquency data, trading with limit orders, otpimal trding
To present financial markets, trading mechanisms and their evolution dedicated to advancing the understanding and practice of electronic markets. A particular attention will be dedicated to optimal trading and execution technics.