Vienna Workshop on "Econometrics of Option Markets"

Bringing together internationally leading experts in the area of econometrics and finance, the workshop focusses on the econometric and empirical analysis of derivatives markets, asset pricing, the prediction of asset returns and risk (premia), market microstructure analysis and underlying statistical methodology.

The workshop is organized as part of the FWF project grant I2762-G27 'Order book foundations of price risk and liquidity', jointly with the University of Lancaster.


Torben G. Andersen (Kellogg School of Management, Northwestern University)
Oleg Bondarenko (University of Illinois at Chicago)
Nicola Fusari (John Hopkins Carey Business School)
Patrick Gagliardini (USI Lugano and Swiss Finance Institute, SFI)
María Teresa González-Pérez (Bank of Spain)
Kris Jakobs (C.T. Bauer College of Business, University of Houston)
Loriano Mancini (USI Lugano and Swiss Finance Institute, SFI)
Eric Renault (University of Warwick)
Olivier Scaillet (University of Geneva and Swiss Finance Institute, SFI)
George Tauchen (Duke University)
Viktor Todorov (Kellogg School of Management, Northwestern University)
Fabio Trojani (University of Geneva and Swiss Finance Institute (SFI))
Rasmus Tangsgaard Varneskov (Copenhagen Business School)
Grigory Vilkov (Frankfurt School of Finance & Management) 
Christian Wagner (WU Vienna University of Economics and Business)
Bas Werker (Tilburg University)