Derivatives and Volatility: The State of the Art (2017)

The Market Liquidity and Funding Liquidity: Implications for Economic Risk Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading academics and financial practitioners to examine the critical role of liquidity in shaping financial stability. Held on April 25, 2014, in New York City, the conference focused on understanding how market and funding…

The Credit Risk and Credit Volatility Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading scholars and industry experts to explore the dynamics of credit markets and the measurement of credit risk. Held in New York City, the conference focused on understanding how credit risk evolves across sovereign, corporate, and financial institutions, and…

The Comovement of Volatilities, Returns & Tails Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading researchers and practitioners to explore the interconnected behavior of financial markets. Held on April 27, 2012, in New York City, the conference focused on understanding how volatilities, asset returns, and extreme market events co-move across…

The Long Term Volatility & Economic Fundamentals Conference, hosted by the Volatility Institute at NYU Stern School of Business, brought together leading academics and financial practitioners to examine the fundamental drivers of long-term market volatility. Held on April 8, 2011, in New York City, the conference focused on understanding how macroeconomic forces shape volatility, asset pricing…

The Volatility and Systemic Risk Conference, hosted by the NYU Stern School of Business in collaboration with leading research institutions, marked an early and foundational gathering focused on understanding systemic risk in global financial markets. Held on April 16, 2010, in New York City, the conference explored how volatility interacts with interconnected financial systems to amplify risk…

The Volatility Institute Conference on Volatility Dynamics and Financial Markets, hosted by the NYU Stern School of Business in collaboration with leading research centers, represents one of the foundational gatherings in the study of financial volatility and market behavior. Held in New York City, the conference brought together prominent academics and industry experts to explore the drivers and…