June 25, 2016 - July 6, 2016
Edmonton, Alberta, Canada
Not Sponsored
The summer school has two themes with the following speakers:
1. Informational and Imperfect Financial Markets (June 25 to June 29):
Marek Rutkowski (University of Sydney), Agnès Sulem (INRIA Paris-Rocquencourt), and Thaleia Zariphopoulou (University of Texas at Austin)
2. Market Microstructure and Algorithmic Trading (July 2 to July 6):
Robert Almgren (Quantitative Brokers), Alvaro Cartea (University of Oxford), and Sebastian Jaimungal (University of Toronto)