I was invited to give a talk at a conference hosted by the Manchester Business School funded by a Marie Curie grant of the EU. The title of the conference was ‘Understanding the New World of Financial Risk Management – Research Agendas after Subprime’. The conference was interesting, because it included both practitioners and academics. The practitioners were sanguine, clearly stating that the current risk models are insufficient. In my talk I tried to introduce how high frequency finance opens a new world of research and explain, why this approach can revolutionize economics and finance.
To download the slides in a PDF format please click on the following: The Hidden Treasures of High Frequency Dynamics
Richard B. Olsen, Founder and CEO of Olsen Ltd
November 18th, 2009 | High frequency finance, News | RSS feed