Over the past ten years or so VIX futures and options have been two of the fastest growing listed derivative markets in the world.  This has resulted in traders and investors paying more attention to market volatility than ever before.  It has also resulted in the dramatic expansion of academic research focused on volatility.  The combination of these two factors has led to a collaboration between the Financial Management Association and CBOE in the form of a new conference.  In November we will be hosting the first Conference on Derivatives and Volatility to be held at CBOE.

For those unfamiliar with FMA, the organization has over 3,000 members with a focus on developing and disseminating knowledge about financial decision making.  They host multiple academic conferences each year throughout the world.  FMA also published the academic journals, Financial Management and Journal of Applied Finance.

The goal of this conference is to bring together practitioners and academics focusing on derivatives and volatility in the markets at the same event.  I have found that academics whose research interests include the financial markets are surprised when I relay how much of their work ends up in the hands of traders and analysts.  This conference will give them a chance to discover how their work is implemented in new speculative, investment, or risk management strategies.

The first step for a conference like this is the call for papers which went out last week.  Over the next few months the submissions will be reviewed by the program committee with the final list of presentations being announced in late June or early July.  If you have any questions about this event please feel free to email me at rhoads@cboe.com or you can check out the links below.

Call for Papers – http://fma.org/CBOE2016/CBOE_CallforPapers.pdf

Conference Website – http://www.fma.org/CBOE2016/