Call For Papers
17th Annual Derivatives Securities and Risk Management Conference

Jointly organized by the
FDIC’s Center for Financial Research
Cornell University’s Johnson Graduate School of Management and
The University of Houston’s Bauer College of Business

The conference organizers invite submission of research papers for the 17th Annual Derivatives and Risk Management Conference. The conference will be held at the FDIC’s facilities located in Arlington, Virginia, on April 13-14, 2007.

Past conferences have featured presentation of exceptional quality research in all areas of derivatives pricing, market and credit risk measurement, computational methods, and advances in financial engineering. The organizing committee, Professor Robert Jarrow, Professor Stuart Turnbull, and Paul Kupiec will select papers for presentation.

The FDIC will reimburse author’s lodging expenses at the FDIC’s Seidman Center. The FDIC will also make available a limited budget to help defray travel expenses for authors in need of travel funding.

Please submit an electronic copy of the paper in PDF format to the FDIC’s Center for Financial Research at DerivativesConference@fdic.gov by January 22, 2007.

Please remember to include contact information on the cover page for the corresponding author.

Please title the PDF file using the corresponding author’s last name as the leading word in the title. For example: Kupiec_anotherpaper.pdf

Authors will be notified about the status of their papers by February 24, 2007.

Agenda from past Derivatives Securities and Risk Management Conferences can be viewed at:
http://www.fdic.gov/bank/analytical/cfr/Dsc03.pdf
http://www.fdic.gov/bank/analytical/cfr/Dsc02.pdf
http://www.fdic.gov/bank/analytical/cfr/apr_2005/con_05_spring.html
http://www.fdic.gov/bank/analytical/cfr/2006/apr/agenda.html

Further inquiries please contact Paul Kupiec (pkupiec@fdic.gov), Robert Jarrow (raj15@cornell.edu) or Stuart Turnbull (sturnbull@uh.edu).