Virtual Derivatives Workshop

The Virtual Derivatives Workshop is an open online finance seminar with a focus on derivatives markets.

We meet about every other week on Wednesdays (NYC 12:30pm) on Zoom for a 50-minute talk followed by 20 minutes of Q&A. To receive a Zoom link before each talk join our mailing list.

Video archive of past workshops on our YouTube channel and Past Workshops page

Calendar

Next Seminar

October 9, 2024

Chayawat Ornthanalai (Toronto)
"The Market for 0-Days-to-Expiration: The Role of Liquidity Providers in Volatility Attenuation" with Greg Adams and Jean-Sebastien Fontaine
Google Calendar link

Future seminars

Seminars run bi-weekly on Thursdays. Preliminary schedule:

9/11 -- Pete Kyle (Maryland)
9/25 -- Julian Terstegge (Copenhagen)
10/9 -- Chayawat Ornthanalai (Toronto)
10/23 -- Jefferson Duarte (Rice)
11/6 -- Michael Johannes (Columbia)
12/4 -- Christopher Schwarz (UC Irvine)

Contact Organizers

Christian Dorion (HEC Montréal & CDI Research Fellow, email)
Dmitriy Muravyev (UIUC & CDI Research Fellow, email)
Neil Pearson (UIUC & CDI Research Fellow, email)

We welcome your feedback or suggestions (email)

We acknowledge the generous support of University of Illinois Urbana-Champaign