Financial Markets OverviewCovers financial markets structure, participants, government debt, asset managers, market sizes, derivatives, trading frequencies, orders, and portfolio returns.
Arbitrage in Multiperiod ModelsExplores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.
Assessing Market RegulationExplores the assessment of market regulation, focusing on high-frequency trading and the impact of regulatory changes on liquidity and market quality.