Past Workshops

October 13, 2021

September 29, 2021

September 15, 2021

  • Pietro Veronesi (Chicago Booth)

  • "Option-Implied Spreads and Option Risk Premia" with Christopher Culp, Mihir Gandhi, and Yoshio Nozawa

June 9, 2021

  • Jan Ericsson (McGill)

  • Asset Variance Risk and Compound Option Prices, with Hitesh Doshi, Mathieu Fournier, and Sang Seo

June 2, 2021

May 19, 2021

February 24, 2021

January 13, 2021

  • Darrell Duffie (Stanford GSB)

  • "Reserves Were Not So Ample After All" with Adam Copeland and Yilin (David) Yang

March 10, 2021

  • Stefano Giglio (Yale)

  • "Equity Term Structures without Dividend Strips Data" with B. Kelly and S Kozak

PhD Workshop

CDI Derivatives Conference

September 30, 2020

September 30, 2020

September 23, 2020

September 23, 2020

September 16, 2020

September 16, 2020

September 9, 2020

September 9, 2020

September 2, 2020

September 2, 2020

Junior Career Researcher Series

August 26, 2020

August 19, 2020

August 12, 2020

August 5, 2020


July 29, 2020

July 22, 2020

July 15, 2020

June 10, 2020

  • Torben Andersen (Northwestern Kellogg), slides

  • "Option-Based Tail Variation Measures, the Equity Risk Premium, and a Peek at tailindex.com."

June 24, 2020

July 8, 2020

  • Gurdip Bakshi (Temple University)

  • "A New Formula for the Expected Excess Return of the Market." with J. Crosby, X. Gao Bakshi, and W. Zhou

May 13, 2020

May 20, 2020

June 3, 2020