Call For Papers

Canadian Derivatives Institute Conference on Derivatives

Keynote Speaker: Mikhail Chernov (University of California, Los Angeles)
September 20-21, 2018 Montréal, Canada

The Canadian Derivatives Institute will host its seventh conference on September 20 & 21, 2018. This year’s edition will provide an opportunity for researchers and practitioners to discuss a wide range of issues associated with derivatives. Possible topics include, but are not limited to, the following:

i. Derivatives pricing
ii. Improving our understanding of derivatives markets
iii. Characterizing the physical and risk-neutral distributions
iv. Measuring risk and risk premia using derivatives
v. Implications for asset pricing

The conference will be held at Hotel Le St-Sulpice ( in beautiful Old Montreal.

Authors should send a draft of their paper in electronic form to the organizer, Christian Dorion (, by May 4, 2018. Make sure to mention the Canadian Derivatives Institute conference in the subject of your email. The authors of accepted papers will be notified by mid June.

Since the very first edition of the conference, we have been privileged to welcome high-quality discussants. Once more this year, we will reward their invaluable input to the
conference by offering a Best Discussion Award of $1,000 to one of the discussants.

The Institute will cover registration fees and lodging at the hotel for presenters and discussants. Authors presenting their work will cover their traveling expenses.

Interested academics and practitioners can attend the conference. The registration form will be available online ( and The registration form must be sent by e-mail to no later than August 3, 2018.  Please note that places are limited.  Attendees registering early could also benefit from our preferential rate on hotel room.