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December 08, 2008

FDIC CALLS FOR PAPERS: Derivatives Securities and Risk Management Conference

First a very safe and happy holiday to all members of the DC chapter and PRMIA world wide. We are working on some exciting events in the New Year, including the next event in our series on the housing bubble at AEI and our new relationship with the FDIC University.

In that regard, the FDIC’s Center for Financial Research, Cornell University’s Johnson Graduate School of Management and The University of Houston’s Bauer College of Business are hosting the 19th Annual Derivatives Securities and Risk Management Conference, April 17-18, 2009.

The conference organizers invite submission of research papers for the 19th Annual Derivatives and Risk Management Conference. The conference will be held at the FDIC’s facilities located in Arlington, Virginia, on Friday April 17 and Saturday April 18, 2009. The organizing committee, Professor Robert Jarrow, Professor Stuart Turnbull, and Paul Kupiec will select the papers for the conference agenda.

Past conferences have featured presentation of exceptional quality research in all areas of derivatives pricing, market and credit risk measurement, computational methods, and advances in financial engineering. The 2008 conference agenda can be viewed at:

http://www.fdic.gov/bank/analytical/cfr/18th_Derivatives_Risk_Management_Conf.html

The FDIC will reimburse author’s lodging expenses at the FDIC’s Seidman Center. The FDIC also has a limited budget available to help defray travel expenses for authors in need of funding.

Please submit an electronic copy of the paper in PDF format to the FDIC’s Center for Financial Research at DerivativesConference@fdic.gov by February 4, 2009.

Please remember to include contact information on the cover page for the corresponding author.
Please title the PDF file using the corresponding author’s last name as the leading word in the title. For example: Smith_paper.pdf

Authors will be notified about the status of their papers by March 6, 2009.

Further inquiries please contact Paul Kupiec (pkupiec@fdic.gov), Robert Jarrow (raj15@cornell.edu) or
Stuart Turnbull (sturnbull@uh.edu).

Posted by whalenc at 01:24 PM