Welcoming Message

Dear all participants,

A delightful welcome to all participants to the 18th Annual Conference of the Asia-Pacific Association of Derivatives (APAD), hosted by the Korean Derivatives Association! All of us are exceedingly pleased and relieved to witness the beginning of the end of the COVID-19 pandemic and the ensuing slow return to normalcy. Even so, we hope that you will continue to remain safe and healthy throughout the conference, and indeed, until the end of the pandemic.

This year, we will host the annual conference at the beautiful Park Hyatt Busan on July 11th and 12th. with the generous support of the Korea Exchange and other benevolent sponsors. Although the COVID-19 situation has improved considerably, the program committee decided to conduct the event through a hybrid of in-person and virtual formats to accommodate our overseas participants. We will do our best to prepare for the event to minimize any inconvenience caused by the two different conference formats.

The first APAD conference was held in 2004, and it has been a great success over the years, providing a valuable platform on which experts and researchers all around the world presented and discussed their excellent works. Their works contributed not only to academia and but also to the industry and regulatory authorities by providing innovative insights and valuable tools. This year, a total of 102 papers were submitted from 20 countries including North America, Europe, and Asia. This is a record high number of submitted papers in our conference history. Through a transparent and thorough screening process, 27 papers were selected, implying an acceptance rate of around one in four. These excellent papers will be presented over the two days of conference. The papers address a wide range of important theoretical and empirical topics including options, futures, asset pricing, crypto assets and machine learning, and behavioral finance.

In addition, we are honored to invite Professor John C. Hull from University of Toronto as our keynote speaker this year. He is the author of “Options, Futures and Other Derivatives”, the most famous textbook in the field of derivatives. He published numerous papers on financial derivatives in the most highly regarded journals in finance. He will deliver an insightful speech entitled “Machine Learning in Derivatives and Risk Management”. We are also proud to present a special symposium entitled “Application of KOFR in the Derivatives Markets,” and “Swap Pricing Convention before and after GFC: What Happened Outside of the Classroom?” led by three experts in the derivatives area, Dr. Soon Young Lim, Dr. Chaehyun Kim from Korea Exchange, and Dr. Daniel Kim from Nomura Financial Investments Korea. It is expected to be a timely and interesting symposium that explores into the introduction of risk-free reference rate futures, which took place only a few months ago in March 2022.

Nowadays, the financial market environment is rapidly changing due to the recent pandemic as well as the ongoing advancement of information technology. These changes undoubtedly present us with enormous uncertainty throughout our physical environment and in every corner of the economy. We hope that our conference will be an arena where researchers, practitioners, government officials, and all other participants communicate with each other with open mind and try to find innovative solutions and directions for various problems arising in the capital market in the post-COVID era. We are confident that all papers will invariably offer stimulating research questions as well as fresh insights.

On behalf of the APAD members, we would like to express our deep gratitude to all presenters, discussants, session chairpersons, and attendees for sharing their valuable ideas and experiences. We are also particularly grateful to our sponsors who provided generous supports to make this conference happen.

We sincerely hope your time here at the conference is enjoyable and worthwhile.

Junesuh Yi, Ph.D. President of the Korea Derivatives Association
Sol Kim, Ph.D. Program Chair of the APAD 2022 Conference


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