A brief history of the Asian-Pacific Futures Research Symposium
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.
Research Topics of Interest
- Risk measurement and management in futures and clearing
- Sources and determinants of liquidity
- Market Making programs and volume development issues
- Regulatory issues regarding stock lending and borrowing
- VAR and other risk issues
- Credit derivatives
- Market microstructure
Symposium Details
- The symposium features a one and a half day program focusing on research of derivative securities and markets.
- There is no registration fee for the symposium and attendance is by invitation only.
- Individuals who wish to participate or attend should send a request to apfrs@kent.edu with the subject line “Invitation.”
- Papers accepted for presentation at the symposium will also be considered for inclusion in a special issue of the Journal of Futures Markets or the Review of Futures Markets.
- Presenters (one for each selected paper) and discussants will be provided two nights of accommodation at the conference hotel. Other attendees are responsible for their own hotel costs.
Organizers
Chicago Board of Trade-Educational Research Foundation
Myongji University and Myongji College
Kent State University
Journal of Futures Markets
Review of Futures Markets
View the Educational Research Symposium website >
