Xi’an Jiaotong-Liverpool University’s International Business School Suzhou and the Research Institute of Quantitative Finance, along with the Volatility Institute at New York University Shanghai and the China Financial Futures Exchange, jointly hosted the first annual China Derivatives Markets Conference.
The conference, which took place at IBSS at XJTLU, was sponsored by the Journal of Futures Markets, the China Finance Review International, and the Review of Futures Markets, leading accademic journals in their respective fields.
The inaugural conference in a series, the event, which took place on 19 and 20 May 2016, was the first of its kind dedicated entirely to China’s financial derivatives market. It brought together academics, financial professionals and policy makers from China and abroad to discuss current research on futures, options and other derivative markets.
Well-regarded researchers from international universities and institutions such as New York University, the University of Southern California, McGill University, London School of Economics, and the Federal Reserve, as well as domestic powerhouses such as Peking University, Shanghai Advanced Institute of Finance at Shanghai Jiaotong University, the Central University of Economics and Finance and Xiamen University, presented their findings at the conference. A number of senior policy makers and seasoned practitioners also attended and participated in presentations and discussion panels.
Participants also took part in four keynote speeches delivered by world-renown experts Professor Robert Webb, from the University of Virginia and the Journal of Futures Markets, Professor Hong Yan, from Shanghai Advanced Institute of Finance, Professor Stephen Figlewski, from NYU Stern School of Business, and Professor Jianye Wang, from the Silk Road Fund and NYU, who shared their in-depth perspectives on derivative trading, quantitative hedge fund strategies, and macroeconomics.
Professor Jean Chen, dean of IBSS, said: “The conference has made a significant contribution to raising the research visibility and reputation of IBSS and the Research Institute of Quantitative Finance, as well as XJTLU, stimulated research interest among IBSS and RIQF academic staff members, as well as enhanced communications between the two and the international academic community. The conference also demonstrated IBSS’ and the RIQF’s ability to organise high-profile, large-scale academic events.”
Dr Qi Deng, associate professor at IBSS and chair of the organising committee, added that the conference had also had a positive impact on research output, with the Journal of Futures Markets and the China Finance Review International having invited nine papers presented at the conference to be published in issues devoted to the conference, including two from IBSS academics, Dr Deng himself and Dr Juan Tao.
Organisation of the event was supported by IBSS and RIQF staff, as well as “highly motivated” student volunteers, including:
- Dr Qi Deng
- Sven Meyer (PhD candidate)
- Dr Ahmet Goncu
- Dr Rachid Belhachemi
- Dr Yi Hong
- Professor Michael Chng
- Dr Juan Tao
- Dr Yingying Wu
The conference organising committee was advised by a group of senior academics, as well as Xiaogang Zhang, executive vice president at the China Financial Futures Exchange, and Dr Xin Zhou, executive director of the Volatility Institute at New York University Shanghai.
“With committed support from Professor Jean Chen, dean of IBSS, the organising committee looks forward to hosting the second annual China Derivatives Markets Conference in spring 2017,” added Dr Deng.