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Summer School on Market Microstructure, Stockholm Business School
Instructors: Thierry Foucault (HEC Paris) and Albert Menkveld (VU Amsterdam)

WHEN: June 25-29, 2018

WHERE: Stockholm Business School, Stockholm University

WHAT: Stockholm Business School invites graduate students, faculty members, and advanced practitioners to apply for a one-week full-time intensive course on market microstructure at PhD or advanced research master level.

The course aims to acquaint students with the field of market microstructure, both theoretically and empirically. The theory part will be taught by Prof. Thierry Foucault of HEC Paris. The empirical part will be taught by Prof. Albert Menkveld of Vrije Universiteit Amsterdam. Topics covered in the course include market design, high-frequency trading, and optimal execution algorithms.

WEBSITE: For more information, see http://microstructure-course.com

APPLICATION: There is limited availability (due to classroom size). If you are interested, please fill out the application form available at the website: http://microstructure-course.com. The deadline for the first round of applications is November 30, 2017.

FEE: The course fee is Euro 1000 for those who are currently students or faculty at an academic institution and Euro 2500 for others. The course fee is waived for PhD students in the Nordic Finance Network.

Posted: 23 Oct 2017