In order to stay more easily connected among the participants of the summer school, there is a LinkedIn group. A timetable of the summer school is available here.

- Slides to Lecture 1 (16 MB)

- Slides to Lecture 2 (8 MB)

- Slides to Lecture 3 (8 MB)

- Slides to Lecture 4 (4 MB)

- Slides to the Talk at the IMS-FIPS
Workshop (12 MB)

- Slides to Lecture 1: Limit
Order Book

- Slides to Lecture 2: Optimal
Control

- Slides to Lecture 3:
Optimal Liquidation

- Slides to Lecture 4a: Order-Flow

- Slides to Lecture 4b:
Targeting Execution

- Slides to Lecture 5: Market
Making

- Slides to Lecture 6: Order
Imbalance

- Slides to Lecture 7: Statistical
Arbitrage

- Slides to Lecture 8: Option
Hedging

- Slides

- Paper by T.
Bielecki and M. Rutkowski

- Paper
by D. Brigo,
C. Buescu, M. Francischello, A. Pallavicini, and M. Rutkowski

- Paper
by D. Brigo, C. Buescu and M. Rutkowski

- Paper A by T. Nie
and M. Rutkowski

- Paper B by T. Nie
and M. Rutkowski