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.

Venue

WZ Building - AUT City Campus
55 Wellesley Street East
Auckland Central, Auckland 1010

Conference Programme

View Programme

Register now

Keynote speaker

Professor Dai Min, City University of Hong Kong, China

Headshot of professor Dia Min

Min Dai is the Hung Hing Ying Chair Professor of International Economics and Finance in the Department of Economics and Finance at City University of Hong Kong (CityU). He joined CityU in July 2026. He received his PhD from Fudan University in 2000 and has held faculty positions at Peking University, the National University of Singapore, and The Hong Kong Polytechnic University.

His research covers financial derivative pricing, portfolio selection under market imperfections, corporate finance, and financial technology. His work has appeared in leading peer‑reviewed journals across disciplines, including Finance and Stochastics, Journal of Econometrics, Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM journals.

He currently serves as Chair of the INFORMS Finance Section, as a member of the Council of the Bachelier Finance Society, and on the editorial boards of several academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, and SIAM Journal on Financial Mathematics. He is a recipient of the 2026/27 RGC Senior Research Fellow Scheme (SRFS).

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 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