Virtual Derivatives Workshop
The Virtual Derivatives Workshop is an open online finance seminar with a focus on derivatives markets.
We meet each week on Wednesday (NYC 12:30pm, LA 9:30am, LON 5:30pm) 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.
October 28, 2020
November 4, 2020
Tobias Sichert (Stockholm School of Economics)
“The Shape of the Pricing Kernel and Expected Option Returns”
November 11, 2020
January 13, 2020
Darrell Duffie (Stanford)
January 27, 2020
Alessio Saretto (UT Dallas)