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Algorithmic and High-Frequency Trading By by José Penalva, Sebastian Jaimungal, and Álvaro Cartea
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Algorithmic and High-Frequency Trading

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About the Author

Álvaro Cartea is a Reader in Financial Mathematics at University College London. Before joining UCL, he was Associate Professor of Finance at Universidad Carlos III, Madrid (2009–2012) and from 2002 to 2009 he was a Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck, University of London. He was previously JP Morgan Lecturer in Financial Mathematics at Exeter College, Oxford.