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 (http://lesaintsulpice.com) 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 (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.

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 (http://ifsid.ca/en/annual-conference) and must be sent by email to (ifsid@hec.ca), 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.