Call for Papers and Abstracts

Call for Papers and Abstracts

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 https://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