Gower Street
London, WC1E 6BT
United Kingdom
University College London
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Imperfect competition, Price impact, Decentralized trading, Efficiency, Financial innovation, Market design
Imperfectly competitive market, Trading technology, Market design, Innovation, Decentralized market, Liquidity, Price impact, Uniform-price auction, Efficiency
Imperfect competition, Decentralized market, Security design, Market design, Liquidity, Price impact, Efficiency
OTC market, Liquidity, Flight-from-liquidity, Limits-to-arbitrage, Price pressure, Fire sale
dynamic contract, principal-agent model, ambiguity aversion, continuous time
Noncompetitive markets, Market design, Uniform-price auction, Privacy, Transparency, Contingent variables, Divisible goods, Dark pools
Imperfectly competitive markets, Uniform-price auction, Divisible goods, Transparency, Contingent variables
lookback option, Markov chain, regime switch, lattice method, binomial tree, stochastic volatility
Market-clearing technology, Synthetic products, Market design, Decentralized market, Liquidity, Price impact, Efficiency
nonstandard analysis, multi-dimensional Brownian motion, option pricing, exchange option
Imperfect competition, Futures contracts, Security Design, Liquidity, Price impact, Adverse Selection
credit risk, business cycle, jump risk, credit model, structural model, credit default swap
Multivariate Contingent Claim, Drivative Pricing, Regime Switch, Business Cycle, Stochastic Volaltility
range note, structured note, hybrid note, affine term structure, jump diffusion, equilibrium model
