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.
Video archive of past workshops on our YouTube channel and Past Workshops page
Next Seminar
Future Workshops:
October 28, 2020
Bjørn Eraker (Wisconsin-Madison)
"Predictability Puzzles"
Zoom registration
November 4, 2020
Tobias Sichert (Stockholm School of Economics)
“The Shape of the Pricing Kernel and Expected Option Returns”
Zoom registration
November 11, 2020
Stephen Figlewski (NYU)
TBA
Zoom registration
January 13, 2020
Darrell Duffie (Stanford)
TBA
January 27, 2020
Alessio Saretto (UT Dallas)
TBA
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