The 1st Annual China Derivatives Markets Conference (CDMC)

May 19 – 20, 2016, Suzhou, China

(CFRI), the Review of Futures Markets (RFM), the International Business School Suzhou (IBSS) and the Institute of Quantitative Finance (IQF) of Xi’an Jiaotong – Liverpool University (XJTLU), and the Volatility Institute at New York University Shanghai (VINS) are jointly organizing a conference on derivative securities and markets. While research on derivative securities and markets from anywhere in the world is welcome, papers examining derivatives markets in the Asia Pacific region in general, and China in particular, are encouraged. This conference aims to bring academics, financial professionals and policy makers from China and abroad together to discuss current research on futures, options and other derivative markets. Papers will be presented in English, and selected papers will be published on special/regular issues of the JFM, the CFRI and the RFM.

Please check up the conference website frequently for further information and update: http://academic.xjtlu.edu.cn/ibss/research/conference?menuCode=040.005

IMPORTANT DATES:
– Full Paper Submission Deadline: March 15, 2016
– Notification of Acceptance: April 8, 2016
– Final Registration Date: April 15, 2016
– Conference Dates: May 19 – 20, 2016

KEYNOTE SPEAKERS:
– Professor Jianye WANG (New York University Shanghai and Silk Road Fund)
– Professor Hong YAN (Shanghai Advanced Institute of Finance – Shanghai Jiaotong University)

CONFERENCE TOPICS: The following is a list of conference topic identifiers. Each submission is allowed to identify with one primary topic and one secondary topic.
– Quantitative analysis, methods and modeling of derivatives
– Hedging and risk management, especially relating to Chinese markets
– Trading, portfolio and hedge fund strategies involving derivatives
– Trading rules, regulations, and their impact on derivative design and trading patterns
– Market microstructure, liquidity and volatility in derivatives markets
– Policy with a regulatory focus, especially relating to Chinese markets
– Policy reform on institutional and regulatory constraints in Chinese markets
– Information linkages among financial markets within China or with overseas markets

PANEL DISCUSSION: In addition to the paper presentation sessions, a panel discussion will be held in the afternoon of May 20, 2016. The panel, consisting of well-regarded academics, seasoned practitioners and senior policy makers, will offer in-depth perspectives on China’s derivatives markets. Professor Xin ZHOU with VINS will moderate the panel discussion.

PAPER SUBMISSION PROCEDURE: – Papers shall be submitted to CDMC_IBSS@xjtlu.edu.cn
– On the title sheet, please identify one primary topic and one secondary topic (above).
– There is a registration fee of USD$200, due upon acceptance of the paper. Methods of payment will be provided later.
– There is NO registration fee for currently registered PhD students, providing they submit a copy of their most recent student ID or registration slip.

ACCOMMODATION:
– Conference hotel: the XJTLU International Conference Center, a 4-star hotel located on the XJTLU campus.
– All participants should arrange their own accommodations at the conference hotel or another hotel in the Suzhou area. Hotel booking assistance will be provided upon request.

TRAVEL: All participants are expected to make their own travel arrangement.

PUBLICATION: Papers accepted for the conference are eligible to be considered for publication in the Journal of Futures Markets, the China Finance Review International, and the Review of Futures Markets. Each journal will accept around four or five papers for inclusion in a special/regular issue devoted to the conference. Note that the acceptance of a paper for the conference is not a guarantee of publication by any of the journals. If you wish your paper to be considered for publication by one of the journals, please indicate so in your email. All papers selected for inclusion in conference issues will go through the journals’ blind review process.

ABOUT SUZHOU: Suzhou, located near Shanghai, is famous for its canals, stone bridges, pagodas, and meticulously designed gardens. The classical gardens in Suzhou were added to the list of the UNESCO World Heritage Sites in 1997 and 2000. The city is often dubbed as “paradise on earth” or “Venice of the East,” and is one of the top tourist attractions in China.

For further information please contact CDMC_IBSS@xjtlu.edu.cn

ORGANIZING COMMITTEE:
– Rachid BELHACHEMI (XJTLU)
– Qi DENG (XJTLU, committee chair)
– Ahmet GONCU (XJTLU)
– Mark HOLDER (RFM)
– Yi HONG (XJTLU)
– Sven MEYER (XJTLU)
– Athanasios PANTELOUS (University of Liverpool)
– Robert WEBB (University of Virginia and JFM)
– Chongfeng WU (Antai-SJTU and CFRI) – to be confirmed
– Hong YAN (SAIF-SJTU)
– Xin ZHOU (VINS)

PROGRAM COMMITTEE (as of Jan 6, 2016):
– Rachid BELHACHEMI (XJTLU)
– Michael CHNG (XJTLU)
– Qi DENG (XJTLU)
– Ahmet GONCU (XJTLU)
– Biao GUO (Renmin University)
– Mark HOLDER (RFM)
– Yi HONG (XJTLU)
– Jari KAPPI (XJTLU)
– Ping LI (Behang University)
– Xingguo LUO (Zhejiang University)
– Sven MEYER (XJTLU)
– Athanasios PANTELOUS (University of Liverpool)
– Pierre ROSTAN (American University of Cairo)
– Donald SOLDATIS (Paradigm)
– Juan TAO (XJTLU)
– Robert WEBB (University of Virginia and JFM)
– Wenfeng WU (Antai-SJTU) – to be confirmed
– Yingying WU (XJTLU)
– Hong YAN (SAIF-SJTU, committee chair)
– Shuguang ZHANG (University of Science and Technology of China)
– Zhenlong ZHENG (Xiamen University)
– Xin ZHOU (VINS)
– Zhong-guo ZHOU (California State University)

DISCUSSION PANEL (as of Jan 20, 2016):
Hualiang CHEN (Zhongtai Securities) Jeff NIE (Keywise Capital) Qi WANG (China Financial Futures Exchange) Zhenlong ZHENG (Xiamen University) Xin ZHOU (VINS, panel chair/moderator)

CONTACT INFORMATION:
Conference website: http://academic.xjtlu.edu.cn/ibss/research/conference?menuCode=040.005
Email: CDMC_IBSS@xjtlu.edu.cn
Telephone: +86 189 308 31320

Address:
International Business School Suzhou (IBSS) at Xi’an Jiaotong-Liverpool University
No 111 Ren’ai Rd
Suzhou Dushu Lake Higher Education Town
Suzhou Industrial Park, Jiangsu Province
PR China 215123

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