Amphithéâtre Guillaume Budé, Site Marcelin Berthelot
Open to all
-

Market organization and microstructure

  • Impact of transactions on prices: empirical observations and mesoscopic modeling
  • Glosten-Milgrom model Spread and volatility
  • Feedback loops and instabilities
  • Reflections on systemic and regulatory aspects

Documents and media

Speaker(s)

See also

Seminar related to the lecture: Interactions, Feedback, Crises
Jean-Philippe Bouchaud, chair Technological innovation Liliane Bettencourt
From statistical physics to the social sciences : the challenges of multidisciplinarity

Events

Previous

Next