Thibault Jaisson

Thibault Jaisson

PhD student in Applied Mathematics
under the supervision of Emmanuel Bacry and Mathieu Rosenbaum
at the Centre de Mathématiques Appliquées.

Ecole Polytechnique
91128 Palaiseau, France
thibault.jaisson(at)polytechnique.edu
(00 33) [0]1 69 33 45 84.
CMAP
Ecole Polytechnique


Research Interests


  • Market microstructure, market impact and market efficiency.
  • Order flow modeling, Hawkes processes.
  • Applications to market making and execution of large trades.

PhD thesis


Publications/Preprints


Miscellaneous


  • Optimal execution using limit and market orders. (Internship report at Cheuvreux 2012). Report.
  • Presentation on the Multifractal Random Measure model. Slides.

Education


  • Phd in Applied Mathematics (since November 2012)
  • Master's degree in Applied Mathematics, specialization in Probability and finance at University Pierre and Marie Curie (2011-2012).
  • Engineering diploma, Ecole Polytechnique (2008-2011).
  • Detailed CV.

Teaching