Thesis
Dynamics of market making algorithms in dealer markets
- Abstract:
-
In the rapidly evolving landscape of electronic over-the-counter markets, the deployment of advanced market making algorithms has led to unprecedented efficiencies but also raised regulatory concerns, particularly regarding the potential for unforeseen effects, such as ‘algorithmic collusion’ or market instability, resulting from the impact of autonomous trading or market making algorithms. These concerns call for a better understanding of the impact of trading and market making algorithms...
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Authors
Contributors
+ Cont, R
- Institution:
- University of Oxford
- Division:
- MPLS
- Department:
- Mathematical Institute
- Role:
- Supervisor
+ Reisinger, C
- Institution:
- University of Oxford
- Division:
- MPLS
- Department:
- Mathematical Institute
- Sub department:
- Mathematical Institute
- Role:
- Examiner
- ORCID:
- 0000-0003-4027-5298
+ Guéant, O
- Institution:
- Université Paris 1 Panthéon-Sorbonne
- Role:
- Examiner
+ Engineering and Physical Sciences Research Council
More from this funder
- Funder identifier:
- https://ror.org/0439y7842
- Funding agency for:
- Xiong, W
- Grant:
- EP/S023925/1
- Programme:
- The Centre for Doctoral Training (CDT) in Mathematics of Random Systems
- DOI:
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Language:
-
English
- Keywords:
- Subjects:
- Deposit date:
-
2025-02-19
Terms of use
- Copyright holder:
- Xiong, W
- Copyright date:
- 2024
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