2023 Conference on Derivatives and Volatility

17 & 18 November 2023 | Chicago, IL 

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

Financial Management Association International (FMA) is pleased to announce the 2023 Conference on Derivatives and Volatility at Cboe Global Markets in Chicago, ILIn its seventh 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

  


Program

Click here for the current Program

Conference Registration

Online registration is no longer available. Please contact FMA here for assistance.


Best Paper Award

Papers accepted for presentation will be eligible for a $1,000 USD award. The award-winning paper will be determined after the conclusion of the Conference. The best paper will be selected based on the quality of the research and the presentation at the conference. 


Keynote Speaker John Hull

John Hull is the Maple Financial Professor of Derivatives and Risk Management and Academic Director, Rotman Financial Innovation Hub at Rotman. His research has an applied focus and is concerned with risk management, bank regulation, valuation of derivatives, and machine learning. He is best known for his books Risk Management and Financial Institutions (now in its 5th. edition), Options, Futures, and Other Derivatives (now in its 10th edition), and Fundamentals of Futures and Options Markets (now in its 9th edition). His books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom. John is also co-director of the Rotman's Master of Financial Risk Management & Master of Finance Programs.


Industry Keynote Speaker Mandy Xu

Mandy Xu is Vice President and Head of Derivatives Market Intelligence at Cboe. She produces actionable insights and analysis on derivatives market themes and flows, with a focus on Cboe’s leading suite of volatility products. Prior to her current role, she was Managing Director and Head of Equity Derivatives Strategy at Credit Suisse. Mandy is frequently cited in the financial media, including the Wall Street Journal, CNBC, Financial Times, and Bloomberg News. Mandy graduated with honors from Harvard University with a B.A. in Economics and is a CFA charter holder.


#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.