www.ranaldo.net

Market microstructure

Market microstructure

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

General Information: Syllabus.

The teaching material covers : Introduction, Theory, Empirical Methods,Trading Simulation, Foreign Exchange Markets, Liquidity, MM & Asset Pricing, MM & Risk Metrics, MM & Event Studies. Some examples of exam questions here. EXAM MARKS of the exam that took place on 19/01/2012 are HERE (to open it, use the usual password ...2011). More information about these 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.