2021 Conference on Derivatives and Volatility

12 - 13 November 2021 | Chicago, IL

Cboe Global Markets
400 South LaSalle Street
Chicago, IL 60605

Financial Management Association International (FMA) is pleased to announce the 2021 Conference on Derivatives and Volatility at Cboe Global Markets. In its fifth year, the conference is smaller and more focused than the FMA’s traditional meetings and will include derivative and volatility focused papers as well as panel sessions on industry trends. 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 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
  • Tom Nohel, Professor of Finance, Loyola University Chicago
  • Russell Rhoads, Head Research and Consulting, EQDerivatives and Clinical Associate Professor, Indiana University

Paper Submission Guidelines and Best Paper Awards

Click to view the Call for Papers

The paper submission fee is $25 USD for members and $35 USD for non-members. The submission deadline is Friday, 27 August 2021

The paper submission deadline was Friday, 27 August 2021; we are no longer able to accept submissions.

Paper Acceptance Guidelines

Acceptance letters for the 2021 Conference on Derivatives and Volatility will be sent (electronically) to each paper’s presenting author in late September 2021. The presenting author will be required to register within one (1) week to confirm his/her attendance. The conference registration fee will be waived for the paper’s presenter.

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

Steve Heston
Professor of Finance, University of Maryland

Steve Heston graduated with a BS double major in Mathematics and Economics from the University of Maryland, College Park in 1983. He attended the Graduate School of Industrial Administration and earned an MBA in 1985 followed by a PhD in Finance in 1990. He has held previous faculty positions at Yale, Columbia, Washington University, and the University of Auckland in New Zealand. He has worked in the private sector with Goldman Sachs in Fixed Income Arbitrage and in Asset Management Quantitative Equities. He is known for analyzing options with stochastic volatility and international stock risk.

 #FMAatCBOE - Follow the Conversation

During the conference, use the hashtag #FMAatCBOE to follow the conversation on Twitter (@finmgmtassoc) and Facebook (www.facebook.com/FMA.org)

 About the Cboe Global Markets


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.