Call For Papers

IFSID Sixth Conference on Derivatives

Keynote Speaker: Pietro Veronesi (University of Chicago)

September 14-15, 2017 Montreal, Canada

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.

TOPICS: Possible topics include, but are not limited to, the following:
i. Derivatives pricing
ii. Improving our understanding of derivatives markets
iii. Characterizing the physical and risk-neutral distributions
iv. Measuring risk and risk premia using derivatives
v. Implications for asset pricing

The conference will be held at Hotel Le St-Sulpice ( in beautiful Old Montreal.

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.

BEST DISCUSSION AWARD: Since the very first edition of the conference, we have been privileged to welcome high-quality discussants. Once more this year, we will reward their invaluable input to the conference by offering a Best Discussion Award of $1,000 to one of the discussants.

EXPENSES: The Institute will cover registration fees and lodging at the hotel for presenters and discussants.

PARTICIPATION: Interested academics and practitioners can attend the conference. The registration form will be available online ( and must be sent by email to (, no later than August 1, 2017. Please note that places are limited. Attendees registering early could also benefit from our preferential rate on hotel rooms.