Charles-Albert Lehalle

This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events... Lire la suite

Financial Markets in Practice: From Post-Crisis Intermediation to FinTechs delivers an overview of the development of risk-transformation undertaken by the financial services industry from the perspective of quantitative finance. It provides an... Lire la suite

New Edition: Market Microstructure in Practice (2nd Edition)Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader... Lire la suite