DCI held its 2nd Scientific Conference on derivatives on September 19-20, 2013, in collaboration with the Bank of Canada.

This edition hosted two guest speakers: Professor Michael Johannes, of Columbia University, presented “Volatility Around the Clock: Bayesian Modeling and Forecasting of Intraday Volatility in Financial Crisis”.  Mr. Bennett Golub (CRO, BlackRock Inc.) presented “Current Issues in Managing Tail Risk”.