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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

04. 09.2014
SFI Evening Seminar in Geneva
with Philippe Bertherat, Pictet & Cie

16.09.2014
SFI Breakfast Seminar in Zürich
mit Dr. Christian Katz, SIX Swiss Exchange

17.09.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

09.10.2014

SFI Breakfast Seminar with Prof. Aleksander Berentsen
Zürcher Kantonalbank, Josefstrasse 222,
8005 Zurich.

More events


Press releases

08.05.2014
Swiss Finance Institute held, in partnership with McKinsey & Company and the Swiss Bankers Association, a half-day conference on: "Banking services for Swiss companies: needs, availability and trends".
English version / German version

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

More press releases...


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Article about SFI Outstanding Paper Award winners Tobias Moskowitz and Kent Daniel (14.07.2014)

Le Temps: La finance chinoise montre des signes inquiétants
Article by SFI Professors Eric Jondeau and Michael Rockinger (23.06.2014)

Coller Institute Findings Summer Edition: Second Hand, Second Rate?
SFI Senior Chair François Degeorge participated in a round-table discussion on secondary buyouts (26.06.2014)

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