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NASDAQ DERIVATIVES RESEARCH PROJECT

NASDAQ DERIVATIVES RESEARCH PROJECT. Introducing The NASDAQ Derivatives Research Project* * A subsidiary of the NYU Salomon Center. MISSION OF THE DRP. The primary goal of the NASDAQ Derivatives Research Project is to support research in Derivatives

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NASDAQ DERIVATIVES RESEARCH PROJECT

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  1. NASDAQ DERIVATIVES RESEARCH PROJECT Introducing The NASDAQ Derivatives Research Project* * A subsidiary of the NYU Salomon Center Derivatives 2007: New Ideas, New Instruments, New Markets

  2. MISSION OF THE DRP The primary goal of the NASDAQ Derivatives Research Project is to support research in Derivatives • "Derivatives" is defined broadly, to include Risk Management, Financial Engineering, and other kinds of quantitative finance • "Research" includes both information production and information dissemination • information production [research grants, data and software] • information dissemination [conferences big and small, DRP website, student organizations, visiting scholars] • both together [major support for the Stern Finance Ph.D. program] • Key principle: The DRP seeks to promote intellectual connections and fruitful interaction between the academic and real world research communities Derivatives 2007: New Ideas, New Instruments, New Markets

  3. DRP CONFERENCES, BIG AND SMALL Big Conferences • "Risk Management: The State of the Art" (January 2000) • "Derivatives 2003: Reports from the Frontiers (January 2003) • "Derivatives 2007: New Ideas, New Instruments, New Markets" (May 2007) Derivatives 2007: New Ideas, New Instruments, New Markets

  4. DRP CONFERENCES, BIG AND SMALL Smaller Conferences • NASDAQ DRP Symposium Series (Friday afternoons) • Jan 2006 "Credit Derivatives" • Feb 2006 "Trading Volatility" • April 2006 "Trading Correlation" • Jan 2007 "Securitization" • Planned for 2007-08: "Risk Management," "EFTs" • DRP "Sponsors' Days" (overview of finance research at Stern) • next one planned for Spring 2008 Derivatives 2007: New Ideas, New Instruments, New Markets

  5. DRP RESEARCH SUPPORT Support for Students and Scholars • Doctoral Fellowships for Stern Ph.D. students • Support for MBA Financial Engineering Association and newly launched undergraduate Quantitative Finance Society • DRP Visiting Scholar Derivatives 2007: New Ideas, New Instruments, New Markets

  6. DRP RESEARCH SUPPORT Support for Derivatives Research • Summer research grants for faculty • Support for acquisition, development, and distribution of research data and tools • Ad hoc support for promising projects Derivatives 2007: New Ideas, New Instruments, New Markets

  7. DISSEMINATION OF KNOWLEDGE • DRP Website (http://w4.stern.nyu.edu/salomon) • DRP Newsletter Derivatives 2007: New Ideas, New Instruments, New Markets

  8. DRP SPONSORS Sincere thanks to our sponsors who have generously provided the funding to launch and sustain the Derivatives Research Project • NASDAQ for their naming grant • ISE for major sponsorship of the Derivatives 2007 conference • and all of our other sponsors who have supported the DRP through the years Derivatives 2007: New Ideas, New Instruments, New Markets

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