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Intraday Market Making with Overnight Inventory Costs

December 14, 2016 @ 6:00 pm - 7:30 pm UTC+0

Intraday Market Making with Overnight Inventory Costs

With Hongzhong Zhang.

Details

Date:
December 14, 2016
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.