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IFSID Sixth Conference on Derivatives

Start date

End date

September 14, 2017 September 15, 2017


Old Montreal, Canada [Map it]


The Montreal Institute of Structured Finance and Derivatives will host its sixth conference on September 14 & 15, 2017. This year’s edition will provide an opportunity for researchers and practitioners to discuss a wide range of issues associated with derivatives. Possible topics include, but are not limited to, the following:

  1. Derivatives pricing
  2. Improving our understanding of derivatives markets
  3. Characterizing the physical and risk-neutral distributions
  4. Measuring risk and risk premia using derivatives
  5. Implications for asset pricing

Keynote Speaker: Pietro Veronesi – University of Chicago

The conference will be held at Hotel Le St-Sulpice ( in beautiful Old Montreal. It immediately precedes the NFA Conference in Halifax

Paper submission procedure:

Authors should send a draft of their paper or an extended abstract in electronic form to the organizer, Christian Dorion (, by May 4, 2017. Make sure to mention the IFSID conference in the subject of your email. The authors of accepted papers will be notified by mid June.