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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

27.10.2014
SFI Evening Seminar mit Dr. Pierin Vincenz
Thema: SFI Seminarreihe: Swiss Banking Transformation Testimonials
Metropol, Fraumünsterstrasse 12, 8001 Zürich

29.10.2014
SFI Lunch Seminar with Prof. Peter Tufano
Topic: Household Finance Innovation
Place: SIX Convention Point, Selnaustrasse 30, 8001 Zürich

10.11.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

13.11.2014
9th Annual Meeting - People or Technologies: Where to Invest for the Future of Swiss Banking?

04. Dezember 2014
Evening Event with Dr. Andreas Dombret
Thema: Von der Währungsunion zur Bankenunion - Finanzintegration in Europa
Ort: Zürcher Kantonalbank, Josefstrasse 222, 8005 Zürich

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...


SFI in the news

Ticino Management: Il Nobel parla, il gestore ascolta
Article about EFA convention (14.10.2014)

Le Temps: Retour de la Tension
Article on Systemic Risk Analysis in banking, by E.Jondeau and M.Rockinger (05.10.2014)

L'Hebdo: Philippe Bacchetta pour succéder à Jean Pierre Danthine à la BNS
Article about candidates for succession at BNS' Direction (10.09.2014)

L'Agefi: Décision et performance en gestion
Article about SFI Industry Forum Lugano (02.09.2014)


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