APFRS February 25 & 26, 2010, Hong Kong

Introduction and History of APFRS

The APFRS provides a forum for researchers and practitioners to share and discuss the latest research and issues in derivatives and risk management. The annual symposium fosters interaction among practitioners and academics and promotes research that advances the state of knowledge in financial engineering. As reflected in the selection of papers, the symposium adopts a global perspective.

The symposium is one of the longest running derivatives research programs in the world, having begun in 1948 when the Chicago Board of Trade hosted its first marketing symposium. That event marked the formal beginning of the CBOT's commitment to support research in derivative markets.

Purpose

The APFRS encourages interaction between practitioners and academics and provides a forum to share and discuss research in derivatives instruments and risk management. The APFRS creates connections between practitioners and academics to promote research that provides meaningful advancement of the state of knowledge in Financial Engineering.

Scope

The topics of interest include, but are not limited to:

• Financial and Commodity Derivatives
• Risk Management
• Stochastic Modeling
• Financial / Economic Forecasting
• Financial Valuation
• Hedge Fund Management
• Financial Visualization
• Algorithmic Trading
• Financial Engineering Applications
• Exchange and Market Development

Conference Program

The Conference Program will be announced. Please check back for updates.

Contact Information

For more information contact APFRS at apfrs@kent.edu.