Prof. Alvaro Cartea
Status:
Academic Faculty
Professor of Mathematical Finance
Director of the Oxford-Man Institute of Quantitative Finance
Editor-in-Chief: Applied Mathematical Finance
Personal website:
+44 1865 270430
ORCID iD:
https://orcid.org/0000-0002-7426-4645
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
High-Frequency and Algorithmic Trading
Mathematical Finance
Financial Economics
Asset Pricing
Energy Markets
Prizes, awards, and scholarships:
"SIGEST" award by SIAM for our paper:
Buy Low, Sell High: A High Frequency Trading Perspective,
Álvaro Cartea, Sebastian Jaimungal, and Jason Ricci,
SIAM J. Finan. Math. 5-1 (2014), pp. 415-444