The Role Of Derivatives In Asset Pricing

Main navigation Johns Hopkins Legacy Online applications Faculty Directory Experiential learning Career sources Alumni mentoring program Util Nav CTA CTA Breadcrumb The Role of Derivatives In Asset Pricing Derivative securities have become increasingly important in both the financial and educational worlds. The conference brought collectively outstanding researchers to debate theoretical and empirical developments on how derivatives can be utilized successfully to reply elementary issues in asset pricing. The 2016 conference on “The Role of Derivatives in Asset Pricing,” organized by the Johns Hopkins Carey Business School with the help of AQR, took place on Saturday June four, 2016, in Baltimore, Maryland. The conference hosted 9 audio system from seven main U.S. universities presenting their research. The conference was open to the general public free of charge, but registration was required. A gala dinner followed. A registration charge of $a hundred was required for attending the gala dinner. Organized by: Nicola Fusari, Johns Hopkins Carey Business School Program Committee: Federico Bandi, Johns Hopkins Carey Business School Nicola Fusari, Johns Hopkins Carey Business School Roni Israelov, AQR Capital Management Wei Li, Johns Hopkins Carey Business School Zhaogang Song, Johns Hopkins Carey Business School Rodney Sullivan, AQR Capital Management Co-sponsored by: one hundred International Drive