Call for Abstracts and
Call for Papers for the Journal of Derivatives

Conference Dates: 02 Jun 2022 - 04 Jun 2022

Location: NYU Tandon, School of Engineering, Pfizer Auditorium, Brooklyn NY
Remote access available.

Background Information

To honor the life and career of Peter Carr, the beloved teacher, scholar, colleague, and chair of the NYU Tandon School of Engineering’s Department of Finance and Risk Engineering, we would like to announce The Peter Carr Memorial Conference, to be held at the Brooklyn Campus from Thursday, June 2 – Saturday, June 4.

The conference is co-hosted by the Society of Quantitative Analysts (SQA), of which Peter was a Board Member. The conference will bring together scholars globally from all areas of finance. The invited keynote and plenary speakers will be confirmed and announced shortly. The selected papers for presentation will be announced by Sunday, May 15, 2022.

Call for Abstracts

We welcome submissions of abstracts on any topic in the field of mathematical finance or financial engineering (theoretical or applied) on or before the submission deadline of Sunday, May 1, 2022. Each speaker will have the option of addressing their audience briefly on how their work might relate to Peter Carr’s, and/or how they may have interacted with Peter in their professional career. Presentations should be prepared to be understood by broad audiences in the range of expected attendees and limited to 25 minutes in total. There is no submission fee.

Abstracts should be submitted to FRE-abstracts@nyu.edu. Submitted abstracts will be reviewed by the Scientific Committee, which currently includes Kent Clark, Bruno Dupire, Jim Gatheral, Helyette Geman, Christos Koutsoyannis, and Reha Tütüncü. Dilip Madan has agreed to serve as the Chair.

Call for Papers

Separately, the Journal of Derivatives has committed to dedicating an issue of the journal in memory of Peter Carr (edited by Joseph Pimbley). Guest editors for this issue will be Andrey Itkin, Alex Lipton, Fabio Mercurio, David Shimko, and Liuren Wu.

To submit your paper to the JOD in addition to the conference, please submit the article as per the guidelines at jod.pm-research.com/authors, and add the words “Carr Memorial” to the beginning of the article title. The submission deadline for papers is May 31, 2022.

Important Dates

May 1, 2022: Abstracts due for all speaker submissions
May 15, 2022: Announcement of selected speakers
May 31, 2022: Papers due for JOD consideration
July 31, 2022: Finalized papers due for JOD consideration
Dec. 2022: Expected publication date

Contact Information

Questions about conference logistics: carr-memorial-conference@nyu.edu.

Questions about the call for papers and call for abstracts: FRE-abstracts@nyu.edu.

If you are interested in attending the conference, please sign up to receive updates about the conference.

Also, share this announcement with your colleagues and on LinkedIn or other appropriate social media platforms.

We thank you for your interest in this conference honoring Peter Carr.


Sincerely,

The Finance and Risk Engineering Department
NYU Tandon, School of Engineering

The Society of Quantitative Analysts