Explore the transformation of financial markets from human-driven trading to a complex electronic landscape dominated by algorithms and quantitative analysis. This program covers key changes, offering a spectrum of modeling approaches from basic equilibrium models to advanced reduced-form models, incorporating analytical and numerical tools.

After the first part of the program, it is now time for the second. For more details on the full program, we refer you to our earlier post here. Details of the second part of the program can be found in this brochure.

The second part of the course on Market microstructure given by Johannes Muhle-Karbe (Professor at Imperial College London) and organised by the Korteweg de Vries Institute at the University of Amsterdam takes place on 28-29 May.

The subscription fee for the second part is 500 Eur for early bird registrations (before April 30).
The subscription fee for late registrations is 600 Eur.

You can find details on how to subscribe in the brochure.