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NASDAQ Derivatives Research Project

The Derivatives Research Project (DRP), started in 1996, forms an integral part of the Salomon Center’s research activities. Since 2005, The Nasdaq Stock Market Educational Foundation, Inc., has provided generous funding to the Center to establish the DRP at the forefront of derivatives inquiry. The project has been renamed the NASDAQ Derivatives Research Project in recognition of this funding. Read the press release >>
The mission of the DRP is to support theoretical and applied research on derivative instruments and markets, risk management and financial engineering, and to promote interaction between academics and practitioners in these important and rapidly growing areas. The DRP holds regular conferences and smaller meetings, sponsors fundamental research, provides support in a variety of ways to those engaged in derivatives research in the NYU community, and in general, promotes activities that advance the mutual interests of researchers in derivatives and risk management in academia and on "the Street."
Professor of Finance
Director, The NASDAQ Derivatives Research Project

Derivatives 2013:The State of the Art 40 Years after the Black-Scholes-Merton Model

Video and Presentations are available