2026 Derivative Markets Conference

Auckland, New Zealand

14-16 December 2026

The AUT Centre for Financial Research (ACFR) at the Faculty of Business, Economics and Law, Auckland University of Technology, hosts its 11th annual Derivative Markets Conference from 14 to 16 December 2026. This year’s conference will take place at Auckland University of Technology in Auckland, New Zealand, a city where sparkling harbours, surf beaches, island sanctuaries, and native forests are complemented by world-class food and wine and vibrant culture. We invite academics and professionals to submit papers related to derivative markets and products. The conference features a special issue of the Journal of Futures Markets.

Conference registration

  • Early Registration Fee: NZD $750
  • Late Registration Fee: NZD $850 (applied after 1 October)
  • Conference Dinner (optional): NZD $110

The registration deadline for accepted papers to be included in the conference programme is 10 October.

Registration opens 1 August 2026

Paper submission

We welcome submissions related to derivative markets and products.

The deadline for paper submissions is 15 August 2026.

Early submissions are encouraged. Authors will be notified of the outcome of their submission within 1 week of submission to allow time for NZ visa requirements.

Paper submission

Keynote speaker

Professor Dai Min, The Hong Kong Polytechnic University, Hong Kong SAR, China

Headshot of professor Dia Min

Min Dai is the Chair Professor in Applied Statistics and Financial Mathematics, Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining PolyU in 2021, he taught at the National University of Singapore and Peking University after receiving his PhD degree from Fudan University in 2000. His research focuses on financial derivative pricing, portfolio selection with market imperfections, corporate finance, and financial technology. He published in peer-reviewed journals across disciplines, including the Journal of Econometrics, Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM Journals. Currently, he is the chairman of the INFORMS Finance section, a council member of the Bachelier Finance Society, a Co-editor of Digital Finance, and serves on the editorial boards of some academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics.

Special issue

The Journal of Futures Markets has dedicated a special issue to selected papers presented at the conference.

Best Paper Awards

  • The 2026 DMC Best Paper Award (NZD 1,000)

Auckland FAQs

  • Auckland Airport is about 45 minutes away by bus, car or taxi.
  • Airport transportation options:
    • The SkyDrive bus departs every 15 minutes to the city and costs $22 one way.
    • If you are travelling by taxi or Uber, they are located outside the domestic and international terminals and cost approximately NZ$70-$105 into the city.
    • If you are travelling by car, take the Southern Motorway north, exit at Wellesley Street, and follow the signs that direct to 'University'.
    • Wilson's car park is situated on Wakefield Street.
  • AUT is a 10-minute walk from Britomart, Auckland's central bus and train station, and the Intercity Bus Terminal is a short walk away.
  • There are plenty of accommodation options around AUT. Please see BookingTripadvisorExpedia or AirBnB.
  • Top 10 things to do in Auckland. Also, check out TripAdvisor’s must-see sights and activities.

Programme Scientific Committee

Adrian Fernandez-Perez, University College Dublin, Ireland
Alireza Tourani-Rad, Auckland University of Technology, New Zealand
Bart Frijns, Auckland University of Technology, New Zealand
Ben Marshall, Massey University, New Zealand
Chandra Krishnamurti, Adelaide University, Australia
Henrik Cronqvist, Chapman University, United States
Charles Cao, Chinese University of Hong Kong, Hong Kong
Christina Atanasova, Simon Fraser University, Canada
Clara Zhou, Macquarie University, Australia
Darius Palia, Rutgers Business School, United States
David Tripe, Massey University, New Zealand
Dong Wook Lee, Korea University Business School, South Korea
Eliza Wu, University of Sydney, Australia
Elvira Sojli, University of New South Wales, Australia
Erik Schlogl, University of Technology Sydney, Australia
Eva Liljeblom, Hanken School of Economics, Finland
Evangelos Vagenas-Nanos, University of Glasgow, United Kingdom
Gertjan Verdickt, University of Auckland, New Zealand
Hae Won (Henny) Jung, The University of Melbourne, Australia
Helen Lu, Vlerick Business School, Belgium
Henk Berkman, University of Auckland, New Zealand
Hung-Neng Lai, National Central University, Taiwan
Ivan Indriawan, University of Adelaide, Australia
Jedrzej Bialkowski, University of Canterbury, New Zealand
Jing Chi, Massey University, New Zealand
Jiri Svec, University of Sydney, Australia
Joakim Westerholm, University of Sydney, Australia
Joelle Miffre, Audencia Business School, France
John Wald, University of Texas San Antonio, United States
Jordan Neyland, Bentley University, United States
Joseph Chen, University of California, United States
Kathleen Kahle, University of Arizona, United States

Kathleen Walsh, University of Technology Sydney, Australia
Kathy Yuan, London School of Business, United Kingdom
Le Zhang, Australian National University, Australia
Li Yang, University of New South Wales, Australia
Lina El-Jahel, University of Auckland, New Zealand
Madhu Kalimipalli, Wilfrid Laurier University, Canada
Manapol Ekkayokkaya, Chulalongkorn University, Thailand
McKay Price, Lehigh University, United States
Min Zhu, University of Queensland, Australia
Ming-Hua Liu, University of Macau, Macau
Na Dai, SUNY at Albany, United States
Nhut (Nick) Nguyen, Auckland University of Technology, New Zealand
Oliver Entrop, Passau University, Germany
Paul Geertsema, Vlerick Business School, Belguim
Peter O'Neill, UNSW, Australia
Remco Zwinkels, Vrije Universiteit Amsterdam, Netherlands
Robert Webb, University of Virginia, United States
Rossen Valkanov, University of California San Diego, United States
Roy Kouwenberg, Mahidol University, Thailand
Sean Foley, Macquarie University, Australia
Shaojun Zhang, Hong Kong Polytechnic University, Hong Kong
Stefanie Kleimeier, Maastricht University, Netherlands
Sun Qian, Fudan University, China
Thanos Verousis, Vlerick Business School, Belgium
Tina Yang, University of South Florida, United States
Vikas Agarwal, Georgia State University, United States
Ville Rantala, University of Miami, United States
Vitali Alexeev, University of Technology Sydney, Australia
Wolfgang Bessler, Hamburg University, Germany
Yeejin Jang, University of New South Wales, Australia
Yuanto Kusnadi, Singapore Management University, Singapore
Yulia Veld-Merkoulova, Monash University, Australia
Zhuo Zhong, University of Melbourne, Australia

Meeting organisers

  • Bart Frijns, Auckland University of Technology
  • Jose Da Fonseca, Auckland University of Technology
  • Iris Li, Auckland University of Technology

Contact

Email: acfr@aut.ac.nz