www.ranaldo.net

Market microstructure

Market microstructure

I teach this course at the University of Zurich, in the Master Program (Ökonomie Hauptstudium) of the Swiss Banking Institute. Here, my students can find the teaching materials:

General Information: Syllabus.

The teaching material covers : Introduction, Theory, Empirical Methods, Liquidity, MM & Asset Pricing, MM & Risk Metrics, MM & Information Disclosures, Foreign Exchange Markets. Slides available upon request.


 

 

This is a personal website. Its contents and the views expressed herein are those of Angelo Ranaldo and not necessarily those of the Swiss National Bank.