IFSID Sixth Conference on Derivatives

Keynote Speaker: Pietro Veronesi – University of Chicago

The Montreal Institute of Structured Finance and Derivatives will host its sixth conference on September 14 & 15, 2017. This year’s edition will provide an opportunity for researchers and practitioners to discuss a wide range of issues associated with derivatives. Possible topics include, but are not limited to, the following:

  1. Derivatives pricing
  2. Improving our understanding of derivatives markets
  3. Characterizing the physical and risk-neutral distributions
  4. Measuring risk and risk premia using derivatives
  5. Implications for asset pricing

The conference will be held at Hotel Le St-Sulpice (lesaintsulpice.com) in beautiful Old Montreal. It immediately precedes the NFA Conference in Halifax

Paper submission procedure:

Authors should send a draft of their paper or an extended abstract in electronic form to the organizer, Christian Dorion (ifsid@hec.ca), by May 4, 2017. Make sure to mention the IFSID conference in the subject of your email. The authors of accepted papers will be notified by mid June.

Best Discussion Award

Since the very first edition of the conference, we have been privileged to welcome high-quality discussants. Once more this year, we will reward their invaluable input to the conference by offering a Best Discussion Award of $1,000 to one of the discussants.

Expenses:

The Institute will cover registration fees and lodging at the hotel for presenters and discussants.

Participation:

Interested academics and practitioners can attend the conference. The registration form will be available online (ifsid.ca/en/annual-conference) and must be sent by email to (ifsid@hec.ca), no later than August 1, 2017. Please note that places are limited. Attendees registering early could also benefit from our preferential rate on hotel rooms.

 

 

IFSID Fifth Conference on Derivatives

Keynote Speaker: Kris Jacobs  –  Bauer College of Business – University of Houston

 

The Fifth IFSID Conference on Structured Products and Derivatives was held on September 15 & 16, 2016 at Hotel Le St-Sulpice, in Old Montréal. Once again this year, the event gathered many of the top experts in the field.

Our keynote speaker, Professor Kris Jacobs, from University of Houston, gave an inspiring speech in front of more than 40 participants. Twelve other researchers also presented their ongoing work and, to the great benefit of the audience, each presentation was followed by a discussion from an invited expert. Professor David S. Bates, from University of Iowa, was awarded the $1,000 prize for the best discussion.

Program

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IFSID Fourth Conference on Derivatives

Keynote Speaker: Pierre Collin-Dufresne (EPFL)

The Montreal Institute of Structured Finance and Dérivatives held its fourth conference on September 25 & 26, 2015 at Hotel Le St-Sulpice, in Old Montréal. Once again this year, the event gathered many of the top experts in the field..

Our keynote speaker, Professor Pierre Collin-Dufresne, from École Polytechnique Fédérale – Lausanne, gave an inspiring speech in front of 50 participants. Thirteen other researchers also presented their ongoing work and, to the great benefit of the audience, each presentation was followed by a discussion from an invited expert. Professor Andra Ghent, from University of Wisconsin, was awarded the $1,000 prize for the best discussion.

Program

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IFSID Third Conference on Derivatives

Keynote Speaker: Francis Longstaff (UCLA)

The IFSID successfully presented its third conference on derivatives, held on September 25 and 26, 2014 at Hôtel Saint-Sulpice, in Old Montreal. The conference had invited Professor Francis Longstaff of UCLA as its keynote speaker. In addition, several presentations by noted researchers were delivered.

Program

IFSID & Bank of Canada Second Conference on Derivatives: Tail Risk

Keynote speaker: Michael Johannes, Columbia Business School

The Montreal Structured Finance and Derivatives Institute held its second conference on September 19 and 20, 2013, at the Hôtel St-Sulpice, in Old Montréal.

This year’s edition, held in proud collaboration with the Bank of Canada, focused on Tail Risk and brought together academic experts from the fields of structured finance and derivatives as well as industry experts. Renowned speaker Michael Johannes, from the Columbia Business School, as well as several other guest speakers from the United States, Europe and several Canadian regions, really captivated the 70 attendees.

The Conference is highly appreciated and we are proud to say that is was a success.

Christian Dorion, IFSID’s scientific coordinator and associate CIRPÉE member, organized the conference in collaboration with Jean-Sébastien Fontaine from the Bank of Canada.

Program

IFSID’s First Conference on Structured Products and Derivatives

Keynote speaker: Steven L. Heston, University of Maryland

October 12th, 13th and 14th, 2012

St-Sulpice Hotel
Vieux-Montréal, Québec

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