Mr Leandro Sánchez Betancourt

Leandro Sánchez Betancourt
Graduate Teaching and Research Scholar in Mathematics
Mr
Leandro
Sánchez Betancourt
MSc, BSc

Leandro Sánchez Betancourt is a DPhil student in Mathematics at Oriel College.

Leandro holds a BSc from the National Autonomous University of Mexico (UNAM), where he was awarded the “Gabino Barreda medal” for academic excellence.

He also holds an MSc in Financial Mathematics from King’s College London, where he received the “best overall performance student award”. He is currently pursuing a DPhil in Mathematics at Oriel.

While at Oxford, Leandro has tutored various courses in the MSc Mathematical and Computational Finance, and the MSc in Mathematical Sciences. During 2018-2019 he was a tutor in Probability, and Statistics at Queen’s College.

Research interests

Leandro’s research focuses on the applications of stochastic control in mathematical finance. Particularly, he aims to describe the optimal behaviour of agents that account for their latency in the marketplace.

Selected publications

Cartea, Á., Jaimungal, S., Sánchez-Betancourt, L. (2019), Latency and Liquidity Risk.

Available at: https://ssrn.com/abstract=3433739

Bouzianis, G., Hughston, L., Jaimungal, S., Sánchez-Betancourt, L. (2019), Lévy-Ito Models in Finance.

Available at: https://arxiv.org/abs/1907.08499

Cartea, Á., Sánchez-Betancourt, L. (2018), The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets.

Available at: https://ssrn.com/abstract=3190961