First Annual China Derivatives Markets Conference

Events

The Journal of Futures Markets, the China Finance Review International, the Review of Futures Markets, International Business School Suzhou and the Institute of Quantitative Finance at Xi'an Jiaotong-Liverpool University, and the Volatility Institute at New York University Shanghai are jointly organising this conference on derivative securities and markets.

Academic research on derivative securities and markets will be presented. This conference aims to bring academics, financial professionals and policy makers from China and abroad together to discuss current research on futures, options and other derivative markets. Papers will be presented in English, and selected papers will be published on special/regular issues of the JFM, the CFRI and the RFM. In addition to the paper presentation sessions, a panel discussion will be held. The panel, consisting of well-regarded academics, seasoned practitioners and senior policy makers, will offer in-depth perspectives on China’s derivatives markets.

Conference schedule

Registration

  • 18 May, 1:30-6:30pm, registration, XJTLU Conference Centre
  • 18 May, 6:30-8:00pm, dinner buffet, XJTLU Conference Centre
  • 19 May, 8:30-11:30am, registration, XJTLU Conference Centre/BA216

Day one (19 May)

  • 8:30-11:30am, registration, XJTLU Conference Centre/BA216
  • 8:30-8:35am, Qi Deng, opening, BA216
  • 8:35-8:50am, Xiaogang Zhang, welcome speech, BA216
  • 8:50-9:10am, photo taking, main entrance to IBSS building
  • 9:10-9:40am, keynote speech, Hong Yan, Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiaotong University (SJTU), BA216
  • 9:40-10:10am, keynote speech, Robert I. Webb, University of Virginia, Editor of Journal of Futures Markets, BA216
  • 10:10-10:30am, tea break, BA216
  • 10:30 am-12:30pm, sessions 1 and 2, BA216/BA104
  • 12:30 pm-2:00pm, luncheon, XJTLU Conference Centre
  • 2-3:30pm, sessions 3 and 4, BA216/BA104
  • 3:30-3:45pm, tea break, BA216
  • 3:45-5:15pm, sessions 5 and 6, BA216/BA104
  • 5:15-5:30pm, break, Conference Centre
  • 5:30-8:00pm, dinner banquet, Conference Centre

Day two (20 May)

  • 9-9:30am, keynote speech, Jianye Wang, Volatility Institute at NYU Shanghai, Silk Road Fund Co., Ltd., BA216
  • 9:30-10:00am, keynote speech, Stephen Figlewski, New York University Stern School of Business, BA216
  • 10-10:30am, tea break
  • 10:30 am-12:30pm, sessions 7 and 8, BA216/BA104
  • 12:30-2:00pm, luncheon, XJTLU Conference Centre
  • 2-3:00pm, session 9 and 10, BA216/BA104
  • 3-3:15pm, tea break, BA216
  • 3:15-4:15pm, panel discussion, BA216

Keynote speakers

Robert I. Webb

Robert I. Webb is a professor of finance at the University of Virginia and a Paul Tudor Jones II Research Professor at the McIntire School of Commerce of the University of Virginia. Additionally, he is the editor of the Journal of Futures Markets, an academic finance journal that specializes in articles on derivative securities and markets. He received his PhD and MBA degree at University of Chicago, and he got his BBA degree from University of Wisconsin at Eau Claire. Previously he was a consultant to the World Bank and he traded on the floor at the Chicago Mercantile Exchange. He also served as a senior financial economist at both the Executive Office of the President, Office of Management and Budget, and the Commodity Futures Trading Commission.

Hong Yan

Hong Yan is professor of finance at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, where he served as Deputy Dean and as Deputy Director for China Academy of Financial Research. Before he joined SAIF full-time, Professor Yan was a tenured faculty member at the Moore School of Business in the University of South Carolina, USA. Previously, he was on the faculty at the University of Texas at Austin and spent a year as a visiting academic scholar at the U.S. Securities & Exchange Commission (SEC). Professor Yan holds a PhD in Finance from the University of California, Berkeley, and a PhD in applied physics from the University of Michigan. His research focuses on the areas of credit risk, asset pricing, derivatives securities, portfolio choice, and risk management. He also studies financial intermediaries such as mutual funds, hedge funds and financial analysts. Professor Yan has published in top academic journals such as Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Professor Yan currently serves as a managing editor of the International Review of Finance.

Jian-Ye Wang

Jian-Ye Wang is professor of economics and director of the Volatility Institute at NYU Shanghai. Currently, Professor Wang is also the Managing Director, Silk Road Fund Co., Ltd. Prior to joining NYU Shanghai, he was Economic Counselor and Chief Economist of the Export-Import Bank of China (China Exim Bank), held various positions at the International Monetary Fund, and also served as Adjunct Professor of Economics at Peking University’s School of Economics. He holds a PhD and MA in Economics from Columbia University and a BA from Peking University. Professor Wang’s research areas include macroeconomics, international economics, and development economics. Recent publications include Debt, Currency and Related Reforms (China Financial Publishing House, 2012).

Stephen Figlewski

Stephen Figlewski is a professor of finance at New York University's Stern School of Business. In addition to working at NYU - Stern, Professor Figlewski was a Vice President at the First Boston Corporation, responsible for research on equity derivatives products, and has been a market maker in stock index options at the New York Stock Exchange. He was also a Visiting Associate Professor at the University of California at Berkley. Professor Figlewski received his Bachelor of Arts in Economics, summa cum laude, from Princeton University and his Doctor of Philosophy in Economics from the Massachusetts Institute of Technology. His primary research interests include Derivatives, Risk Management, and Financial Markets. Professor Figlewski has published several books, including Risk Management: The State of the Art, Financial Options: From Theory to Practice, and Hedging with Financial Futures for Institutional Investors: From Theory to Practice. He is the founding editor of Journal of Derivatives, and has been published in many others, including the Journal of Finance and the Journal of Financial Economics.