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
Wednesday − May 5, 2021, 12:30 pm EDT
Markus Leippold (U of Zurich)
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure, with Julian Kölbel, Jordy Rillaerts, and Qian Wang
Zoom registration link
Future Workshops:
May 12, 2021
Donghwa Shin (UNC)
The Impact of Derivatives on Cash Markets: Evidence From the Introduction of Bitcoin Futures Contracts, with Patrick Augustin and Alexey Rubtsov
May 19, 2021
Andrey Ermolov (Fordham)
The variance risk premium in equilibrium models, with Geert Bekaert and Eric Engstrom
June 2, 2021
Mariana Khapko (Toronto)
Asymmetries and the Market for Put Options, with Adam Farago
June 9, 2021
Jan Ericsson (McGill)
Asset Variance Risk and Compound Option Prices, with Hitesh Doshi, Mathieu Fournier, and Sang Seo
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