Dr Nikolaos Voukelatos from Ken Business School had a working paper presented at the 7th Financial Risks International Forum at Paris in March 2014. The paper examines the effects of tick size changes on the liquidity of options markets.
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Recent Posts
- Francisco N. Estrada wins GARP Research Fellowship
- Prof. Radu Tunaru invited to Universite de Nantes, in the Laboratoire d’Economie et de Management de Nantes-Atlantique (LEMNA),
- KBS PhD student Catalin Cantia awarded financial support for Advanced Modelling in Mathematical Finance conference
- Congratulations to Jun Yang
- Jun Yang is sponsored to present a paper at Boerse Stuttgart stock exchange
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