학회 공지사항
2015 APAD Call for Paper
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등록일2015.05.18
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Call for Papers
The 11thAnnual Conference of the Asia-Pacific Association of Derivatives
August 24-25, 2015, Busan, Korea
The Asia-Pacific Association of Derivatives (APAD) will hold its 11th Annual Conference on August 24th and 25th, 2015 at the Westin Chosun Hotel in Busan (sometimes written as Pusan), Korea. The Journal of Futures Markets will publish a special issue comprised of selected papers presented at the conference. Free accommodations for paper presenters will be provided under the auspices of the Korea Derivatives Association and the Korea Exchange. Papers on any aspect of derivative securities or markets are welcome including: Derivatives Pricing; Volatility and Volatility Indices; Risk Management; Credit Risk Modeling and Management; Market Microstructure; Regulatory Reform among others.
IMPORTANT DATES
• Full Paper Submission Deadline: 5th of June, 2015 (2015apad@gmail.com)
• Notification of Acceptance: 19thof June, 2015
• Final Paper Submission Date: 30thof June, 2015(2015apad@gmail.com)
• Final Registration Date: 10th of July, 2015
KEYNOTE SPEAKER
Gurdip S. Bakshi
Dean’s Professor of Finance
Robert H. Smith School of Business
University of Maryland, USA
Title: Bond Market Clienteles, Duration Effects, and the Expected Return of Options on Treasury Bond Futures
GUIDELINES
• There is no submission fee.
• Full Paper Submission Guideline: Submit a copy of a completed or nearly completed paper (PDF format). The cover page should include the affiliation, address, phone and email of each author. The length of abstract is usually 200 words, but there is no restriction.
• We hope that each participant agrees to serve as a paper discussant.
• Special Issue Publication: A special issue of the Journal of Futures Markets will publish selected peer reviewed papers from the 11th annual APAD conference.
• Paper Awards: One best paper award of US $1,000 and one honorable mentions of US $500 respectively will be announced at the conference.
• Registration fee is $50 for both faculty and students.
ACCOMMODATIONS
• Free accommodation for the one night of August 24thand free meals will be provided for paper presenters.
• Hotel: Westin Chosun Hotel, Busan, Korea, http://twcb.echosunhotel.com/Ebusan.action
• Transportation from Gimhae international airport: Limousine bus (Most preferred transportation option; Cost: Adult KRW7,000 (around US$ 7.00); Operation hours: To hotel 7:00~22:00, To airport 5:18~19:58 / every 20 minute), Bus (Bus 307; Get off at ‘In front of hotel’ ). For more information, http://twcb.echosunhotel.com/comm/en/seoul/location.action?leftMenuId=117
WHY APAD CONFERENCE?
• Specialized focus on research in derivative securities and markets
• Selected papers will be published in a special issue of the Journal of Futures Markets.
• Free accommodation for one night (August 24th) for paper presenters
• Free meals will be provided for conference participants.
• Best paper award
• Haeundae Beach in Busan (=Pusan), the most beautiful beach in Korea
BRIEF CHRONICLE OF APAD
APAD, whose inaugural conference was held in 2004, is an organization comprising academics, practitioners as well as regulators operating in the derivatives markets in the Asia-Pacific region. The main objective of this association is to promote research and knowledge on derivative securities and markets. The APAD has been supported by the Korea Exchange (KRX) and other participating exchanges in the Asia-Pacific region
For further information, Please contact Lee, Eun Jung, Ph.D., 2015apad@gmail.comor please visit the conference website at http://www.kafo.or.kr/eng (KDA homepage)
ABOUT THE CONFERENCE SITE
• Haeundae boasts an emerald seascape, fine sandy beach and beautiful attractions. With its hot springs and excellent recreational facilities, it is also one of the most visited places in Korea.
• Haeundae Beach is probably the most famous beach in Korea. Haeundae is 1.5 km long, 30~50m wide, and spans an area of 58,400㎡. The white sand is rough and sticks easily to your skin. The sand of this beach is composed of sand that comes from Chuncheon Stream and shells that have been naturally eroded by the wind over time. Haeundae Beach is also famous for the various cultural events and festivals held throughout the year.
ABOUT THE CONFERENCE CITY
• Busan is Koreas second largest city and the number 1 trading port. This geopolitically situated harbor city sits adjacent to the Korean Straits and Japan, bringing about an interchange of trade and tourism. This intercultural current has made Busan into the international metropolis it is today. Busan has hosted such international events as the 2002 14th Asian Games, the final match of the Korea/Japan World Cup, and since 1995 has annually hosted the Pusan International Film Festival.
• Sight-seeing in Busan (Pusan) can typically be classified into two groups: seashore and interior land sight-seeing. Seashore sightseeing includes such sights as the beach areas, islands, and Hae Ahn Park. Busans most charming tourist point is its beautiful sea vistas. The southeastern beach areas have amazing views of the fantastically shaped rocks and islands, which are a must see. The famous beaches of Haeundae, Gwangalli, and Songjeong are enjoyed by many. Boating, jet skies, and banana boats are just among a few of the water recreation activities visitors can take advantage of. Amnam Park, Igidae, and Haean Park offer views of natures masterpieces. The natural beauties of Busan can also be taken in by riding the cruise boats in the harbor.
Related web pages about conference site and city
• Haeundae in visitkorea: http://english.visitkorea.or.kr/enu/SI/SI_EN_3_1_1_1.jsp?cid=264155
• Haewundae in Busan city webpage: http://etour.busan.go.kr/board/list.busan?boardId=ENG_ATTRACTION&menuCd=DOM_000000202001002000&contentsSid=219
• Busan tourism webpage: http://english.visitkorea.or.kr/enu/SI/SI_EN_3_6.jsp?cid=259290
• Haeundae in wikipedia: http://en.wikipedia.org/wiki/Haeundae_District
• Busan in wikipedia: http://en.wikipedia.org/wiki/Busan
THE CONFERENCE IS ORGANIZED UNDER THE AUSPICES OF THE
• Korea Derivatives Association, http://www.kafo.or.kr/eng
• Korea Exchange, http://eng.krx.co.kr
Eom, Young Ho, Ph.D.
President of Korea Derivatives Association
School of Business, Yonsei University
phone : 82-2-2123-4193, E-mail: yheom@yonsei.ac.kr
Kang, Jangkoo, Ph.D.
Program Chair of the APAD2015
College of Business, Korea Advanced Institute of Science and Technology (KAIST)
phone : 82-2-958-3521, E-mail: jkkang@business.kaist.ac.kr
For further information, contact Lee, Eun Jung, Ph.D. (APAD program director, College of Economics and Business Administration, Hanyang University, phone: 82-31-400-5645, 2015apad@gmail.com) or please visit the conference website at http://www.kafo.or.kr/eng (KDA homepage)
The 11thAnnual Conference of the Asia-Pacific Association of Derivatives
August 24-25, 2015, Busan, Korea
The Asia-Pacific Association of Derivatives (APAD) will hold its 11th Annual Conference on August 24th and 25th, 2015 at the Westin Chosun Hotel in Busan (sometimes written as Pusan), Korea. The Journal of Futures Markets will publish a special issue comprised of selected papers presented at the conference. Free accommodations for paper presenters will be provided under the auspices of the Korea Derivatives Association and the Korea Exchange. Papers on any aspect of derivative securities or markets are welcome including: Derivatives Pricing; Volatility and Volatility Indices; Risk Management; Credit Risk Modeling and Management; Market Microstructure; Regulatory Reform among others.
IMPORTANT DATES
• Full Paper Submission Deadline: 5th of June, 2015 (2015apad@gmail.com)
• Notification of Acceptance: 19thof June, 2015
• Final Paper Submission Date: 30thof June, 2015(2015apad@gmail.com)
• Final Registration Date: 10th of July, 2015
KEYNOTE SPEAKER
Gurdip S. Bakshi
Dean’s Professor of Finance
Robert H. Smith School of Business
University of Maryland, USA
Title: Bond Market Clienteles, Duration Effects, and the Expected Return of Options on Treasury Bond Futures
GUIDELINES
• There is no submission fee.
• Full Paper Submission Guideline: Submit a copy of a completed or nearly completed paper (PDF format). The cover page should include the affiliation, address, phone and email of each author. The length of abstract is usually 200 words, but there is no restriction.
• We hope that each participant agrees to serve as a paper discussant.
• Special Issue Publication: A special issue of the Journal of Futures Markets will publish selected peer reviewed papers from the 11th annual APAD conference.
• Paper Awards: One best paper award of US $1,000 and one honorable mentions of US $500 respectively will be announced at the conference.
• Registration fee is $50 for both faculty and students.
ACCOMMODATIONS
• Free accommodation for the one night of August 24thand free meals will be provided for paper presenters.
• Hotel: Westin Chosun Hotel, Busan, Korea, http://twcb.echosunhotel.com/Ebusan.action
• Transportation from Gimhae international airport: Limousine bus (Most preferred transportation option; Cost: Adult KRW7,000 (around US$ 7.00); Operation hours: To hotel 7:00~22:00, To airport 5:18~19:58 / every 20 minute), Bus (Bus 307; Get off at ‘In front of hotel’ ). For more information, http://twcb.echosunhotel.com/comm/en/seoul/location.action?leftMenuId=117
WHY APAD CONFERENCE?
• Specialized focus on research in derivative securities and markets
• Selected papers will be published in a special issue of the Journal of Futures Markets.
• Free accommodation for one night (August 24th) for paper presenters
• Free meals will be provided for conference participants.
• Best paper award
• Haeundae Beach in Busan (=Pusan), the most beautiful beach in Korea
BRIEF CHRONICLE OF APAD
APAD, whose inaugural conference was held in 2004, is an organization comprising academics, practitioners as well as regulators operating in the derivatives markets in the Asia-Pacific region. The main objective of this association is to promote research and knowledge on derivative securities and markets. The APAD has been supported by the Korea Exchange (KRX) and other participating exchanges in the Asia-Pacific region
For further information, Please contact Lee, Eun Jung, Ph.D., 2015apad@gmail.comor please visit the conference website at http://www.kafo.or.kr/eng (KDA homepage)
ABOUT THE CONFERENCE SITE
• Haeundae boasts an emerald seascape, fine sandy beach and beautiful attractions. With its hot springs and excellent recreational facilities, it is also one of the most visited places in Korea.
• Haeundae Beach is probably the most famous beach in Korea. Haeundae is 1.5 km long, 30~50m wide, and spans an area of 58,400㎡. The white sand is rough and sticks easily to your skin. The sand of this beach is composed of sand that comes from Chuncheon Stream and shells that have been naturally eroded by the wind over time. Haeundae Beach is also famous for the various cultural events and festivals held throughout the year.
ABOUT THE CONFERENCE CITY
• Busan is Koreas second largest city and the number 1 trading port. This geopolitically situated harbor city sits adjacent to the Korean Straits and Japan, bringing about an interchange of trade and tourism. This intercultural current has made Busan into the international metropolis it is today. Busan has hosted such international events as the 2002 14th Asian Games, the final match of the Korea/Japan World Cup, and since 1995 has annually hosted the Pusan International Film Festival.
• Sight-seeing in Busan (Pusan) can typically be classified into two groups: seashore and interior land sight-seeing. Seashore sightseeing includes such sights as the beach areas, islands, and Hae Ahn Park. Busans most charming tourist point is its beautiful sea vistas. The southeastern beach areas have amazing views of the fantastically shaped rocks and islands, which are a must see. The famous beaches of Haeundae, Gwangalli, and Songjeong are enjoyed by many. Boating, jet skies, and banana boats are just among a few of the water recreation activities visitors can take advantage of. Amnam Park, Igidae, and Haean Park offer views of natures masterpieces. The natural beauties of Busan can also be taken in by riding the cruise boats in the harbor.
Related web pages about conference site and city
• Haeundae in visitkorea: http://english.visitkorea.or.kr/enu/SI/SI_EN_3_1_1_1.jsp?cid=264155
• Haewundae in Busan city webpage: http://etour.busan.go.kr/board/list.busan?boardId=ENG_ATTRACTION&menuCd=DOM_000000202001002000&contentsSid=219
• Busan tourism webpage: http://english.visitkorea.or.kr/enu/SI/SI_EN_3_6.jsp?cid=259290
• Haeundae in wikipedia: http://en.wikipedia.org/wiki/Haeundae_District
• Busan in wikipedia: http://en.wikipedia.org/wiki/Busan
THE CONFERENCE IS ORGANIZED UNDER THE AUSPICES OF THE
• Korea Derivatives Association, http://www.kafo.or.kr/eng
• Korea Exchange, http://eng.krx.co.kr
Eom, Young Ho, Ph.D.
President of Korea Derivatives Association
School of Business, Yonsei University
phone : 82-2-2123-4193, E-mail: yheom@yonsei.ac.kr
Kang, Jangkoo, Ph.D.
Program Chair of the APAD2015
College of Business, Korea Advanced Institute of Science and Technology (KAIST)
phone : 82-2-958-3521, E-mail: jkkang@business.kaist.ac.kr
For further information, contact Lee, Eun Jung, Ph.D. (APAD program director, College of Economics and Business Administration, Hanyang University, phone: 82-31-400-5645, 2015apad@gmail.com) or please visit the conference website at http://www.kafo.or.kr/eng (KDA homepage)
