Derivatives and Volatility 2017: The State of the Art

The Derivatives and Volatility 2017: The State of the Art Conference, presented by the Volatility Institute in collaboration with the NASDAQ Derivatives Research Project, brought together leading academics and industry experts to examine the latest advancements in derivatives markets and volatility modeling. Held on April 27–28, 2017, in New York City, the conference served as a platform for cutting-edge research and dialogue on financial innovation and risk management.

The program featured a wide range of research presentations covering topics such as option pricing, market liquidity, macro-financial networks, volatility estimation, and the dynamics of derivative markets in a global context. Sessions highlighted both theoretical developments and empirical insights, addressing challenges in forecasting returns, understanding covariance structures, and modeling financial uncertainty.

In addition to academic contributions, the conference included discussions on real-world applications, including market risk insurance, government intervention in distressed banks, and the role of volatility in financial stability. A distinguished panel on risk and derivatives further explored the implications of these developments for practitioners navigating increasingly complex financial environments.

By bridging rigorous research with practical insights, the conference reinforced the importance of innovation in financial economics and provided a comprehensive view of the evolving landscape of derivatives and volatility.

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