Abstract In the wake of the financial crisis of 2008, temporality and futurity have become key terms in efforts to rethink finance. Thus far, the debate has revolved around the question of how knowledge practices or their functional equivalents – such as trust, hope, imagination and affect – mitigate uncertainty and enact futurity. This paper argues for a complementary perspective. It proposes a notion of material temporality that focuses not on knowledge and uncertainty, but instead on infrastructure and duration. Over and against a one-sided image of volatile financial futures governed by calculative devices, this perspective allows us to address the obligations, guarantees, fixations and centralizations that are equally at work in rendering financial futures actionable. Drawing on the work of Henri Bergson and Norbert Elias, the paper develops the notion of duration in order to enable this conceptual shift. The derivative is used as an illustrative case to demonstrate how the concept of material temporality challenges the current understanding of financial futures.

中文翻译：

---

超越表演性：金融的重要未来

摘要 2008 年金融危机后，时间性和未来性成为重新思考金融的关键术语。迄今为止，争论一直围绕着知识实践或其功能等效物（例如信任、希望、想象力和情感）如何减轻不确定性并实现未来的问题展开。本文主张一种互补的观点。它提出了一个物质时间性的概念，它不关注知识和不确定性，而是关注基础设施和持续时间。与受计算设备支配的不稳定的金融期货的片面形象相反，这种观点使我们能够解决在使金融期货具有可操作性方面同样起作用的义务、保证、固定和集中化。借鉴 Henri Bergson 和 Norbert Elias 的工作，该论文提出了持续时间的概念，以实现这一概念转变。该衍生品被用作说明性案例，以展示物质时间性的概念如何挑战当前对金融期货的理解。