Mathieu Rosenbaum

  1. Title:
    Rough Volatility - from microstructural foundations to smile
    Speaker:
    Mathieu Rosenbaum

    Link:
    http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241518-Rosenbaum.html

  2. Title:
    Understanding the nature of volatility
    Speaker:
    Mathieu Rosenbaum

    Link:
    https://video-archive.fields.utoronto.ca/view/7431

  3. Title:
    Estimation of the efficient price from the order flow
    Speaker:
    Mathieu Rosenbaum

    Link:
    https://video-archive.fields.utoronto.ca/view/1810