Virtual Derivatives Workshop
The Virtual Derivatives Workshop is an open online finance seminar with a focus on derivatives markets.
We meet every other week on Wednesday (NYC 12:30pm) on Zoom for a 50-minute talk followed by 20 minutes of Q&A. To receive a weblink to the stream before each talk join our mailing list.
November 17, 2021 -- Olivier Daviaud (Société Générale), "Linking the performance of vanilla options to the volatility premium" with Abhishek Mukhopadhyay
December 1, 2021 -- David Schreindorfer (ASU), “Volatility and the Pricing Kernel” with Tobias Sichert
We welcome your feedback or suggestions (email)
We acknowledge the generous support of Michigan State University
© Copyright 2020 Dorion, Muravyev, Pearson