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+41 44 632 27 55

Mete.Soner@sfi-research.ch

Halil Mete Soner has held an SFI Senior Chair at ETH Zurich since January 2010. His primary research interest lies in mathematical finance.

In recent research, Prof. Soner constructs a model for liquidity risk, i.e., the risk that a security cannot be traded easily and quickly enough in the market to prevent financial losses. More specifically, he studies the price impact of illiquidity on a trader’s book. His goal is to develop mathematically tractable models for liquidity and to incorporate liquidity’s three important components: (i) the spread between the buyer’s and the seller’s quote, (ii) the volume of transactions necessary to move market prices, (iii) the speed with which prices return to their original levels following a large transaction. He also develops mathematical tools capable of analyzing the properties of these three liquidity components.

Prof. Soner has published extensively in his areas of expertise and is a regular speaker at leading academic conferences worldwide.



Event

16.04.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

08.05.2014
SFI Banking Conference 2014
Thema: Bankdienstleistungen für Schweizer Firmen:
Bedürfnisse, Angebot und Trends

2.-3.06.2014
SFI Research Days 2014
Call for Papers available now!

15.05.2014
SFI Frühstückseminar mit Dr. Juerg Syz
Thema: Die grösste Völkerwanderung der Geschichte - was die Urbanisierung in Asien für den Immobilienmarkt bedeutet.

03.06.2014
SFI Frühstückseminar mit Martin Scholl
Thema: SFI Semianrreihe: Swiss Banking Transformation
Testimonials

17.06.2014
SFI Evening Seminar with Andrew W. Lo
Topic: Can financial engineering cure cancer? A new approach to funding biomedical innovation.

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Press releases

09.04.2014
Swiss Finance Institute publishes its first White Paper, "The Extra Cost of Swiss Banking Regulation," by Professor Jean-Charles Rochet
English version / German version


17.03.2014
IAZI AG und Swiss Finance Institute lancieren CAS in Real Estate Finance

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SFI in the news

Brazil Business Reports Ltd. Swiss Finance Institute: Delivering World-Class Research and Executive Education
Article about Swiss FInacne Institute (April 2014)

Le Temps: Le risque systémique baisse régulièrement dans la plupart des pays
Article by SFI Professors Eric Jondeau and Michael Rockinger (17.03.2014)

Schweizer Bank: Durchblick im Bildungswald
Article quoting SFI Head of Education Gabriela Maria Payer (01.03.2014)

Bilan: La neurofinance s'invite à l'Université
Article referring to SFI Senior Chair Olivier Scaillet and SFI Professor Michael Rockinger (19.02.2014)

Il Sole 24 Ore: Gli indici della paura diventao opportunita
Article referring to SFI Senior Chair Antonio Mele (15.02.2014)


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