The Third Annual Volatility Institute Conference at NYU Shanghai
“Derivatives and Volatility”
November 17, 2017
Shanghai, China
ORGANIZERS
Volatility Institute at NYU Shanghai
China Hedge Fund Research Center
China Financial Futures Exchange
KEYNOTE SPEAKER
Robert Engle
2003 Nobel Laureate in Economics
Professor of Finance at NYU Stern School of Business
Jiang Wang
Mizuho Financial Group Professor
at MIT (Massachusetts Institute of Technology)
CONFERENCE THEME
The investigation of dynamics of market volatilities is one of the key areas of financial research. As more and more derivatives are introduced into financial markets in both developed and emerging capital markets, understanding the impact of derivatives trading on market volatility is of great importance. Papers on all topic related to “Derivatives and Volatility” are welcome, including asset pricing, corporate finance, market microstructure, behavioral finance, capital markets, macro-financial linkages, and international finance. While the focus is on all markets, submissions are especially encouraged that focus on emerging capital markets, China in particular.
CONFERENCE PROGRAM
REGISTRATION
Please note that Conference registration is FREE, but RSVPs are required.
Please click Here for Registration
CONFERENCE SCIENTIFIC COMMITTEE
Professor Menachem Brenner, NYU Stern School of Business, New York City, United States
Professor Jennifer Carpenter, NYU Stern School of Business, New York City, United States
Professor Robert Engle, NYU Stern School of Business, New York City, United States
Professor Stephen Figlewski, NYU Stern School of Business, New York City, United States
Professor Hua He, Cheung Kong Graduate School of Business, Beijing, China
Professor Matthew Richardson, NYU Stern School of Business, New York City, United States
Professor Qian Sun, Fudan University, Shanghai, China
Professor Jianye Wang, Volatility Institute, NYU Shanghai, Shanghai, China
Professor Robert Whitelaw, NYU Stern School of Business, New York City, United States
Professor Yexiao Xu, University of Texas at Dallas, Dallas, United States
Professor Hong Yan, Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University, Shanghai, China
Professor Chu Zhang, Hong Kong University of Science and Technology, Hong Kong, China
Professor Harold Zhang, University of Texas at Dallas, Dallas, United States
Professor Zhenlong Zheng, Xiamen University, Xiamen, China
CONTACT INFORMATION
Email: vins@nyu.edu
Telephone: +86 021 2059 5741
Address: Room 1118, NYU Shanghai, 1555Century Avenue, Pudong, Shanghai, China, 200122
To our visitors
- RSVP may be required for this event. Please check event details
- Visitors will need to present a photo ID at the entrance
- There is no public parking on campus
- Entrance only through the South Lobby (1555 Century Avenue)
- Taxi card
Metro: Century Avenue Station, Metro Lines 2/4/6/9 Exit 6 in location B
Bus: Century Avenue at Pudian Road, Bus Lines 169/987