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Chair of Quantitative Finance


The Chair of Quantitative Finance regularly organizes conferences and conventions with academic researchers and key players in the industry. Below you can find information about past and upcoming events.
  • “Design, efficiency and statistical regularities” 21st to 25th March 2011: A school and workshop on market microstructure at ICTP in Trieste
  • “Market microstructure: confronting many viewpoints” 6th to 10th December 2010: A major international conference on market microstructure in Paris
  • High frequency trading 16th June 2010: an event jointly organized by the Chair of Quantitative Finance, Thomson Reuters and BNP Paribas.
  • Econophys-Kolkata V – Econophysics of order-driven markets 9th to 13th March 2010: An international workshop organized by the Chair of Quantitative Finance, Saha Institute of Nuclear Physics and the Indian Statistical Institute.

Upcoming events

  • No events

Past events


Chair of Quantitative Finance
Laboratoire de Mathématiques et Informatique pour la Complexité et les Systèmes

9 rue Joliot-Curie
91190 Gif-sur-Yvette