Concepedia

Ryan Donnelly

RD

Statistics

Publications

5

Citations

267

H-Index

5

Active since

2013

Affiliations

University of Toronto(Current)

University of Oxford

École Polytechnique Fédérale de Lausanne

King's College London

Swiss Finance Institute

Ryan Donnelly is an author at University of Toronto specializing in business, asset pricing, and financial engineering.

ORCID

Top concepts

Publications per year

2013–2018

5

Publications

5

Algorithmic Trading with Model Uncertainty

Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal · SIAM Journal on Financial Mathematics · 2017 · 103 citations · Full text

Enhancing trading strategies with order book signals

Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal · Applied Mathematical Finance · 2018 · 96 citations · Full text

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Enhancing Trading Strategies with Order Book Signals

Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal · SSRN Electronic Journal · 2015 · 29 citations · Full text

Valuing guaranteed withdrawal benefits with stochastic interest rates and volatility

Ryan Donnelly, Sebastian Jaimungal, Dmitri H. Rubisov · Quantitative Finance · 2013 · 25 citations

, , +10

Robust Market Making

Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal · SSRN Electronic Journal · 2013 · 14 citations · Full text

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