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.
Video archive of past workshops on our YouTube channel and Past Workshops page
Next Seminar
November 3, 2021
Jens Jackwerth (Uni Konstanz)
"On the Attractiveness of Short-Duration Dividend Strips" with Ben Golez
Future Workshops:
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
Contact Organizers
Christian Dorion (HEC Montréal & CDI Research Fellow, email)
Dmitriy Muravyev (MSU, email)
Neil Pearson (UIUC & CDI Research Fellow , email)
We welcome your feedback or suggestions (email)
We acknowledge the generous support of Michigan State University
© Copyright 2020 Dorion, Muravyev, Pearson