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.

Paper submission

The deadline for paper submissions is 15 July 2026.

Authors will be notified of the outcome of their submission before 15 August 2026. Conference registration will be open from 1 August 2026 to 1 October 2026.

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 $20 one way.
    • If you are travelling by taxi or Uber, they are located outside the domestic and international terminals and cost approximately NZ$70 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 Booking, Tripadvisor, Expedia or AirBnB.
  • Top 10 things to do in Auckland. Also, check out TripAdvisor’s must-see sights and activities.

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