Martin Gould
Martin GouldMASt (Cantab), BSc (Hons)
eMail:
Martin [dot] Gould [-at-] maths [dot] ox [dot] ac [dot] uk
Reception/Secretary: +44 1865 273525 Office: DH9 Preferred Address:
Somerville College,
Mathematical Institute |
Research Interests:
The main focus of my research is creating a model of limit order trading in foreign exchange markets, where trades are conducted via bilateral credit agreements (rather than through a central counterparty). In such a set-up, an incoming market order may not match to the globally best-priced limit order of opposite type, as there may not be a credit agreement in place between the two relevant market participants. |
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