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IFSID Sixth Conference on Derivatives

Start date

End date

September 14, 2017 September 15, 2017

Where

Old Montreal, Canada [Map it]

Details

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 (lesaintsulpice.com) 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 (ifsid@hec.ca), 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.