The Econometrics of Derivatives Markets

The event will include a full week of of lectures (taught by Andersen and Todorov) in the mornings as well as a whole week of presentations by the participants in the afternoons. The participants originate from a wide range of top research institutions in the U.S., Canada, Europe, and Asia. We are also organizing practitioner-sponsored events on issues of practical and academic interest during some of the lunches throughout the week, featuring representatives of the derivatives exchanges in Chicago. In particular, we are looking to have a lecture by CME Group professionals during a luncheon on July 25.