Alvaro Cartea
Academic Faculty
Mathematics
University of Oxford
United Kingdom
Biography
Álvaro Cartea is a Lecturer in Mathematical Finance in the Department of Mathematics, University of Oxford and an academic member of the Oxford-Man Institute. Before coming to Oxford Álvaro was a Reader in Mathematical Finance at University College London, Associate Professor of Finance at Universidad Carlos III, Madrid-Spain, and Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck-University of London. He was previously JP Morgan Lecturer in Financial Mathematics, Exeter College, University of Oxford. Álvaro obtained his Doctorate from the University of Oxford in 2003.
Research Interest
Álvaro Cartea's research interest includes: High-Frequency and Algorithmic Trading, Mathematical Finance, Financial Economics, Asset Pricing, Energy Markets.
Publications
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Cartea Ã, Jaimungal S. Incorporating order-flow into optimal execution. Mathematics and Financial Economics. 2016 Jun 1;10(3):339-64.
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Cartea Ã, Jaimungal S, Kinzebulatov D. Algorithmic trading with learning. International Journal of Theoretical and Applied Finance. 2016 Jun;19(04):1650028.
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Cartea Ã, Karyampas D. The relationship between the volatility of returns and the number of jumps in financial markets. Econometric Reviews. 2016 Jul 2;35(6):929-50.
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Cartea Ã, Jaimungal S. Algorithmic trading of co-integrated assets. International Journal of Theoretical and Applied Finance. 2016 Sep;19(06):1650038.
