Conference program: Session 1 – Trading; Session 2 – Collateral and covenants; Session 3 – Clearing, Session 4 – Trading & Post trading, Session 5 – High frequency trading

The various works that will be presented illustrate how long-time series inform decision making. They also show how historical models and case studies help to improve our thinking about topical policy issues such as monetary policy in a world of high public debt, the impact of financial...

The objective of this boutique conference is to present state-of-the-art research on topics related to behavioral finance and capital markets. Theoretical, empirical and experimental papers are equally welcomed. The conference organising committee invites submissions of high-quality research...

This year’s conference features a special focus on climate change issues, in preparation for the United Nations “COP 21” talks this winter (Paris, November 30 to December 11, 2015). Indeed, we aim to provide academic contributions to this landmark climate change summit, and the scientific...

The key theme of Longevity 11 is "The Advantages and Disadvantages of Indexed vs Indemnity Longevity Hedges". The ageing population and increases in longevity have drawn attention to the management of longevity risk in pension funds, life insurers and health insurers. Governments face the...

The Centre for International Finance and Regulation (CIFR) is pleased to announce a conference celebrating 30 years of research and innovation since the publication of two path-breaking papers in market microstructure. Both Kyle (Continuous Auctions and Insider Trading) and Glosten and Milgrom...

The Committee particularly welcomes papers in the areas (without limiting other areas) of: gas energy markets, oil energy markets, renewable energy markets, energy finance, carbon trading, energy convergence, energy and environmental policies and energy supply chains.

The overall theme for the 18th Annual Conference is "Information for the Policy Maker: Practical Economic Modelling for Tomorrow" with subthemes on: - International trade and trade policy - Climate change and adaptation - Impacts of energy and climate policy - Labour markets and migration -...

The aim of the conference is to bring together original research in the area of energy price dynamics, by paying particular attention to their macroeconomic and financial impacts. Topics: - Energy prices, global imbalances, and exchange rates; - Energy price shocks, monetary policy, and fiscal...

Topics: - Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies Modelling volatility and correlation - Risk...