Vienna Workshop on "Econometrics of Option Markets"
Bringing together internationally leading experts in the area of econometrics and finance, the workshop focusses on the econometric and empirical analysis of derivatives markets, asset pricing, the prediction of asset returns and risk (premia), market microstructure analysis and underlying statistical methodology.
The Vienna Workshop on "Econometrics of Option Markets" will take place online via ZOOM. The corresponding zoom link will be provided to you after the (free) registration.
Organizers: Nikolaus Hautsch (University of Vienna); Ingmar Nolte (Lancaster University)
Technical support: Ilya Archakov, Julia Brandstätter, Svetlana Mihajlovic, Mathias Pohl (all University of Vienna)
Support from the ESRC-FWF grant 'Bilateral Austria: Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective' (I2762-G27 & ES/N014588/1) is gratefully acknowledged.
Speakers
Torben Andersen (Kellogg School of Management, Northwestern University)
Oleg Bondarenko (University of Illinois at Chicago)
Nicola Fusari (John Hopkins Carey Business School)
María Teresa González-Pérez (Bank of Spain)
Kris Jakobs (C.T. Bauer College of Business, University of Houston)
Eric Renault (University of Warwick)
Olivier Scaillet (University of Geneva and Swiss Finance Institute, SFI)
Paul Schneider (Università della Svizerra italiana)
Viktor Todorov (Kellogg School of Management, Northwestern University)
Fabio Trojani (University of Geneva and Swiss Finance Institute (SFI))
Rasmus Tangsgaard Varneskov (Copenhagen Business School)
Grigory Vilkov (Frankfurt School of Finance & Management)
Christian Wagner (WU Vienna University of Economics and Business)
Bas Werker (Tilburg University)
PROGRAM
