2024 Conference on Derivatives and Volatility

15 & 16 November 2024 | Chicago, IL 

Cboe Global Markets 
433 W. Van Buren Street
Chicago, IL 60607

Financial Management Association International (FMA) is pleased to announce the 2024 Conference on Derivatives and Volatility at Cboe Global Markets in Chicago, ILIn its eighth year, the conference is smaller and more focused than the FMA’s traditional meetings and will include research presentations, academic and practitioner keynotes, and a presentation on product innovations and industry trends. 

The conference will take place in-person at Cboe Global Market's offices at 433 W. Van Buren Street, Chicago, IL 60607

In addition to benefiting from the presentations of high-quality research and expert presentations, conference participants have the opportunity to enjoy a weekend in windy city  – and explore everything the city has to offer – from entertainment on Navy Pier to historic Grant Park – to name a few attractions the city has to offer.

Program Co-Chairs

Torben G. Andersen, Nathan S. and Mary P. Sharp Professor of Finance
Northwestern University

Bjorn Eraker, Professor of Finance and Bill Nygren Chair in Investments
University of Wisconsin-Madison

  


Conference Registration

Online registration is no longer available. Please contact FMA here for information on how to register.

 

Conference Program

Click here for the Program!

Featuring Keynote Speakers

Index Options and Market Volatility: How Large is their Impact?

Neil Pearson 
Harry A. Brandt Distinguished Professor of Financial Markets and Options
University of Illinois Urbana-Champaign

Neil D. Pearson is the Harry A. Brandt Distinguished Professor at the University of Illinois at Urbana-Champaign and a Research Fellow of the Canadian Derivatives Institute. He previously served on the faculty of the Simon Graduate School of Business Administration at the University of Rochester, as a Special Term Professor at Tsinghua University, as a Visiting Professor at the Massachusetts Institute of Technology, and as a Visiting Academic Fellow at the U.S. Securities and Exchange Commission.

His published research is in asset pricing and financial derivatives, and he teaches courses about the valuation of derivative financial instruments and the measurement of financial risks. In addition to publishing papers in a number of academic journals, Dr. Pearson is the author of Risk Budgeting: Portfolio Problem Solving Using Value at Risk. He is an Associate Editor of the Journal of Financial and Quantitative Analysis and the Journal of Risk. Dr. Pearson has extensive consulting experience on the valuation of financial instruments and the measurement and management of market and credit risk, and is currently affiliated with Rutter Associates (NY). He received his Ph.D. from the Massachusetts Institute of Technology.

Enabling Systematic Trading Automation - Data, Technology, & Algo Execution

George Papa, CEO 
SpiderRock

George Papa is the visionary and chief architect of SpiderRock, a technology provider that creates and deploys some of the most innovative algorithmic options execution and risk management solutions commercially available today. SpiderRock services large global hedge funds, bank trading desks and proprietary trading firms with its high-performance, cloud-based trading system, and real-time and historical library of data and analytics, empowering institutional clients with tools to construct, manage, and scale equity, options, and futures strategies. 

George has a distinguished career in the trading industry, including executive roles with Peak6 in Chicago and Cantor Fitzgerald in New York. He holds degrees in Applied Physics and Economics from the California Institute of Technology, where he graduated with honors.


Conference Hotel

The Conference Hotel is the W Chicago - City Center (172 West Adams Street Chicago, Illinois 60603-3604), located approximately a 10-minute walk from CBOE Global Markets. Individual cancellations on guestrooms must be made by 4:00 PM, 72 hours prior to check-in date. Cancellations made after 4:00 PM, 72 hours prior to check-in date, will incur a cancellation fee of one night's room and tax. The reservation deadline was 14 October 2024; the group rate is no longer available. Rooms are available starting at $290/night plus taxes and fees.

Click here to make reservations or call 1-888-236-2427 for 24-hour assistance.


Paper Submissions

The submission deadline was Friday, 19 July. Submission fees are $50 (current FMA members) and $60 non-members. We are no longer accepting submissions.

Click here to view the Call for Papers.

 


#FMAatCBOE - Follow the Conversation

During the conference, use the hashtag #FMAatCBOE to follow the conversation on Twitter (@finmgmtassoc) and Facebook


About the Cboe Global Markets

CBOE

 
Cboe Global Markets is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors around the world. Cboe offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S. and European equities, exchange-traded products (ETPs), global foreign exchange (FX), and multi-asset volatility products. Our trading venues include the largest options exchange in the U.S. and the largest stock exchange by value traded in Europe. In addition, the company is the second-largest stock exchange operator in the U.S. and a leading market globally for ETP trading.
 
Cboe is home to the Cboe Volatility Index (VIX Index), the world's barometer for equity market volatility; the Cboe ETF Marketplace, the fastest growing listing venue for issuers; Cboe BXTR, the largest trade reporting facility in Europe; Cboe Livevol, a leading provider of options technology, trading analytics and market data services; Cboe Vest, an asset management company specializing in target-outcome investment strategies; Cboe Risk Management Conferences (RMC), the premier financial industry forums on derivatives and volatility products; the Cboe Options Institute, the company's world-renowned education arm; and ETF.com, a leading provider of ETF news, data and analysis.