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Talks

  • Polynomial interacting particle systems and non-linear SPDEs for capital distribution curves, November 2023,
    Research in Options:2023, Rio de Janeiro, Brazil.
  • (Future) AI Breakthroughs, ADV Trends 2023: Gamechanger IT – Innovate4Resilience, November 2023,
    Vienna, Austria.
  • Global universal approximation of functional input maps on weighted spaces, November 2023,
    Lie Stormer Colloquium, Oslo, Norway.
  • Global universal approximation of functional input maps on weighted spaces, October 2023,
    International Conference on Stochastics in Mathematical Finance and Physics, Tunesia.
  • Polynomial interacting particle systems and non-linear SPDEs for capital distribution curves, October 2023,
    Oberwolfach, Germany.
  • Global universal approximation of functional input maps on weighted spaces, September 2023,
    Seminar UC Berkeley, Berkeley, USA.
  • Infinite dimensional Wishart processes, August 2023,
    Stochastics around Finance at Kanazawa, Japan.
  • Joint calibration of SPX and VIX options with signature-based models, August 2023,
    ICIAM, Tokyo, Japan.
  • Signature methods in stochastic portfolio theory, July 2023,
    Conference on Mathematics in Finance, Kruger Park, South Africa.
  • From Lévy's stochastic area formula to universality of affine and polynomial processes, June 2023,
    MathRisk Conference on Numerical Methods in Finance, Udine, Italy.
  • Joint calibration of SPX and VIX options with signature-based models, June 2023,
    SIAM Conference on Financial Mathematics and Engineering, Philidelphia, USA.
  • From Lévy's stochastic area formula to universality of affine and polynomial processes, May 2023,
    Kick-off meeting Signatures for Images, Oslo, Norway.
  • Signature methods in stochastic portfolio theory, May 2023,
    Stochastic Modeling and Control, Bedlewo, Poland.
  • Joint calibration of SPX and VIX options with signature-based models, April 2023,
    XXIV Workshop on Quantitative Finance, Gaeta,Italy.
  • Global universal approximation of functional input maps on weighted spaces, April 2023,
    Second Workshop on Machine learning for PDEs, London, England.
  • Machine Learning in Quantitative Finance, March 2023,
    TDWI Roundtable, Vienna, Austria.
  • From Lévy's stochastic area formula to universality of affine and polynomial processes, March 2023,
    International Seminar on SDEs and Related Topics (online).
  • Joint calibration of SPX and VIX options with signature-based models, February 2023,
    Seminar Fields Institute, Toronto, Canada.
  • Joint calibration of SPX and VIX options with signature-based models, January 2023,
    15th Bachelier Colloquium, Metabief, France.
  • Joint calibration of SPX and VIX options with signature-based models, January 2023,
    seminar Imperial College, London, England.
  • Signature methods in stochastic portfolio theory, October 2022,
    IFAM seminar, Liverpool, England (online).
  • Measure-valued processes for energy markets, October 2022,
    Recent developments in stochastics with applications in mathematical Physics and finance, Hammamet, Tunesia.
  • Signatures methods in finance, September 2022,
    PhD course, Padova, Italy.
  • Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, September 2022,
    Third Symposium on Machine Learning and Dynamical Systems, Toronto, Canada.
  • Signature methods in stochastic portfolio theory, September 2022,
    Stochastic Control and Quantitative Finance, Jerusalem, Israel.
  • Signature methods in stochastic portfolio theory, September 2022,
    10th Austrian stochastic days, Vienna, Austria.
  • Signature methods in stochastic portfolio theory, September 2022,
    BIRS Workshop: New interfaces of Stochastic Analysis and Rough Paths (online).
  • Signature based models in finance: relation to affine and polynomial processes, calibration and inclusion of jumps, September 2022,
    25th International Symposium on Mathematical Theory of Networks and Systems, Bayreuth, Germany.
  • Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models, August 2022,
    Stochastic & Rough Analysis, Berlin, Germany.
  • Signature methods in stochastic portfolio theory, July 2022,
    Financial Mathematics Session at the AMS-EMS-SMF International Meeting, Grenoble, France.
  • Signature methods in stochastic portfolio theory, June 2022,
    Mini symposium LMU, München, Germany.
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, May 2022,
    IMSI Workshop on Machine Learning and Mean-Field Games Chicago, USA(online).
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, May 2022,
    Quantact Seminar, Montréal, Canada (Online).
  • Universal portfolios and model-free portfolio optimization, May 2022,
    Algorithmic Trading Group Seminar.
  • Measure-valued processes for energy markets, May 2022,
    On the Interplay between Finance and Insurance Mathematics, Lisbon, Portugal.
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, April 2022,
    Spring Colloquium on Probability and Finance dedicated to Wolfgang Runggaldier on the occasion of his 80th birthday, Padova, Italy.
  • Measure-valued processes for energy markets, April 2022,
    XXIII Quantitative Finance Workshop, Rome, Italy.
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, April 2022,
    Columbia Mathematical Finance Seminar, New York, USA (online).
  • Measure-valued processes for energy markets, March 2022,
    BIRS Workshop: Stochastic Mass Transports (online).
  • Randomized signature for approximation of dynamic processes, March 2022,
    DNA Seminar - Norwegian University of Science and Technology (online).
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, March 2022,
    Manchester Probability Seminar, Manchester, England (online).
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, March 2022,
    13th International Workshop on Stochastic Models and Control, Travemünde.
  • Rough covariance modeling - theory and empirics, February 2022,
    Cournot seminar: “ From Microscopic Models to Rough Macroscopic Models”.
  • Signature SDEs as affine and polynomial processes, January 2022,
    Winter Seminar on Mathematical Finance, Netherlands (online).
  • Optimal bailout strategies and the drift-controlled supercooled Stefan problem, December 2021,
    Mathematical Finance Seminar ETH Zurich, Switzerland.
  • Signature SDEs as affine and polynomial processes, October 2021,
    First Florence-Paris Workshop on Mathematical Finance, Florence, Italy.
  • Signature SDEs as affine and polynomial processes, September 2021,
    Next Generation Models of Financial Data, Burghausen, Germany.
  • From neural SDEs and signature methods to affine and polynomial processes and back, August 2021,
    Lecture at 2nd International Summer School on Financial Mathematics, Moscow, Russia (online).
  • From signature methods in finance to affine and polynomial processes and back, August 2021,
    6th Berlin workshop for young researchers, Berlin, Germany (online).
  • From neural SDEs and signature methods to affine and polynomial processes and back, July 2021,
    Lecture at Introduction to Decision Making and Uncertainty, Chicago, USA (online).
  • From signature methods in finance to affine and polynomial processes and back, July 2021,
    Bernoulli-IMS 10th World Congress in Probability and Statistics, Seoul, South Korea (online).
  • Deep calibration via signature based models, June 2021,
    Summer school on Distributed Control: Decentralization and Incentives, Luminy, France (online).
  • Signature based models in finance: relation to affine and polynomial processes, calibration and inclusion of jumps, May 2021,
    Online conference beyond the boundaries: new directions in financial and actuarial mathematics, Leeds, England (online).
  • From signature methods in finance to affine and polynomial processes and back, April 2021,
    Virtual Princeton-Rutgers Financial Math Seminar, New Jersey , USA (online).
  • From signature methods in finance to affine and polynomial processes and back, February 2021,
    UCLA - Financial and Actuarial Mathematics Seminar, Los Angeles, USA.
  • Universality of affine and polynomial processes, Febuary 2021,
    Cumulants in Stochastic Analysis, Berlin, Germany (online).
  • Universality of affine and polynomial processes, February 2021,
    North British Probability Seminar, University of Edinburgh, Scotland (online).
  • Universality of affine and polynomial processes, February 2021,
    Berlin Probability Colloquium, Berlin, Germany (online).
  • From signature methods in finance to affine and polynomial processes and back, January 2021,
    WU Wien - Institute for Statistics and Mathematics Vienna, Austria (online).
  • Universality of affine and polynomial processes, December 2020,
    Workshop on Representations of Jump Diffusions, Berlin-Vienna (online).
  • Universality of affine and polynomial processes, November 2020,
    Vienna Probability Seminar, Vienna, Austria (online).
  • Universality of affine and polynomial processes, October 2020,
    Workshop on new Challenges in the Interplay between Finance and Insurance, Oberwolfach, Germany (online).
  • Deep neural networks, generic universal interpolation and controlled differential equations, October 2020, Oxford Stochastic Analysis and Mathematical Finance Seminar, Oxford, England (online).
  • Universality of affine and polynomial processes, September 2020,
    Bachelier-One-World-Seminar (online)
  • Universality of affine and polynomial processes, September 2020
    Conference on High-Dimensional Stochastics, Vienna, Austria (online).
  • Measure valued processes for energy markets, August 2020,
    Spatus-Workshop, Oslo, Norway (online).
  • A neural network approach to calibration of local stochastic volatility models, May 2020,
    Workshop on Market generators, London, England (online).
  • Neural network approaches to infinite dimensional calibration and prediction problems, April 2020,
    Seminar at UCSB, Santa Barbara, USA (online).
  • Consistent minimal market models for the growth optimal portfolio, March 2020,
    Bachelier Seminar, Paris, France.
  • Deep neural networks, generic universal interpolation and controlled differential equations, January 2020,
    Advances in Financial Mathematics, Paris, France.
  • Neural network approaches to infinite dimensional calibration and prediction problems, December 2019,
    QMF, Sydney, Australia.
  • Consistent minimal market models for the growth optimal portfolio, December 2019,
    Workshop in honour of Eckhard Platen, Sydney, Australia.
  • Deep neural networks, generic universal interpolation and controlled differential equations, November 2019, Seminar talk, Oslo, Norway.
  • Machine Learning in Finance, November 2019,
    Talk at the insurance company Uniqa, Vienna.
  • Rough covariance modeling - theory and empirics, November 2019,
    Frontiers in Quantitative Finance, Copenhagen, Denmark.
  • Deep neural networks, generic universal interpolation and controlled differential equations, September 2019,
    Vienna Congress on Mathematical Finance, Vienna, Austria.
  • Rough covariance modeling - theory and empirics, September 2019,
    ÖMG Conference, Dornbirn, Austria.
  • Learning multi-curve interest rate models, July 2019,
    Recent advances in interest rate modelling, Valencia, Italy.
  • Existence and stability for stochastic Volterra equations with jumps, July 2019,
    Stochastic processes and their applications, Chicago, USA.
  • A neural network approach to calibration of local stochastic volatility models, July 2019,
    Fifth Workshop on Dynamical Systems and Brain-Inspired Information Processing, Konstanz, Germany.
  • A neural network approach to calibration of local stochastic volatility models, June 2019,
    9th General AMaMeF Conference, Paris, France.
  • Rough covariance modeling - theory and empirics, June 2019,
    SIAM Conference on Financial Mathematics and Engineering
  • Rough covariance modeling - theory and empirics, June 2019,
    ICASQF, Manizales, Columbia.
  • Universal portfolios and model-free portfolio optimization, June 2019,
    SIAM Conference on Financial Mathematics and Engineering
  • Infinite dimensional polynomial processes, May 2019,
    Kolloquium Wahrscheinlichkeitstheorie, Berlin, Germany.
  • Rough covariance modeling - theory and empirics, March 2019,
    Research seminar in financial and insurance Mathematics, Zürich, Switzerland.
  • Rough covariance modeling - theory and empirics, January 2019,
    Bachelier Colloquium, Metabief, France.
  • Rough covariance modeling - theory and empirics, December 2018,
    Quantative methods in Finance, Sydney, Australia.
  • Rough affine covariance models, November 2018,
    London Mathematical Finance Seminar, London, UK.
  • Calibration of financial models with neural networks, Oktober 2018,
    DEM Workshop in Financial Mathematics, Verona, Italy.
  • Infinite dimensional polynomial processes, Oktober 2018,
    Mathematical Finance Workshop, Storrs, USA.
  • Infinite dimensional polynomial processes, September 2018,
    Innovative research in Mathematical Finance, Luminy, France.
  • Infinite dimensional polynomial processes, August 2018,
    Advanced Methods in Mathematical Finance, Angers, France.
  • Infinite dimensional polynomial processes, June 2018,
    Probability Seminar, Amsterdam, Netherlands.
  • Infinite dimensional polynomial processes, June 2018,
    9th International Workshop on Applied Probability, Budapest, Hungary.
  • Infinite dimensional polynomial processes, June 2018,
    Closing conference “stochastic modelling”, Verona, Italy.
  • Markovian representations of stochastic Volterra equations, May 2018,
    Mini-Workshop on high-dimensional BSDEs and PDEs, Essen, Germany.
  • Markovian representations of stochastic Volterra equations, May 2018,
    Stochastic analysis and its applications, Oaxaca, Mexico.
  • Calibration of financial models using neural networks, April 2018,
    NUS-USPC Machine Learning and Fintech Conference, Singapore.
  • Rough volatility modeling from an affine point of view, February 2018,
    Actuarial and Financial Mathematics Conference, Brussels, Belgium.
  • High and infinite dimensional finance in the light of affine and polynomial processes, January 2018,
    Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh, USA.
  • Markovian representations of stochastic Volterra equations, January 2018,
    Workshop on Quantitative Finance, Rom, Italy.
  • Markovian representations of stochastic Volterra equations, January 2018,
    Bachelier Colloquium 2018, Metabief, France.
  • (Probability) measure valued polynomial diffusions, December 2017,
    De Finetti Risk Seminar, Milan, Italy.
  • Markovian representations of stochastic Volterra equations, December 2017,
    Stochastic Analysis and Modeling Conference, Verona, Italy.
  • Markovian representations of stochastic Volterra equations, December 2017,
    Bachelier Seminar, Paris, France.
  • (Probability) measure valued polynomial diffusions, December 2017,
    Mathematical Finance Workshop Paris Diderot, Paris, France.
  • Rough volatility from an affine point of view, November 2017,
    Advances in Stochastic Analysis for Risk Modeling, Luminy, France.
  • Universal portfolios and model-free portfolio optimization, September 2017,
    ETH Risk Day 2017, Zurich, Switzerland.
  • Non-linear (PI)DEs and affine processes, July 2017,
    BSDEs, SPDEs and their applications, Edinburgh, UK.
  • Probability measure valued polynomial diffusions, June 2017,
    Mathematical Finance Seminar Pisa, Pisa, Italy.
  • Probability measure valued polynomial diffusions, June 2017,
    8 AmaMef Conference, Amsterdam, Netherlands.
  • Probability measure valued polynomial diffusions, June 2017,
    Thera Stochastics - A mathematics conference in Honor of Ioannis Karatzas, Santorini, Greece.
  • Polynomial processes in stochastic portfolio theory, May 2017,
    School and workshop on dynamical models in finance, Lausanne, Switzerland.
  • Probability measure valued polynomial diffusions, April 2017,
    Freiburg-Vienna-Zurich Semiar, Zurich, Switzerland.
  • Modelfree portfolio optimization in the long run, March 2017,
    Mathematical Finance Seminar Oxford, Oxford, UK.
  • Modelfree portfolio optimization in the long run, February 2017,
    Oberwolfach - Meeting, Oberwolfach, Germany.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,
    Workshop on Quantitative Finance, Milan, Italy.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,
    Mathematical Finance Seminar Munich, Munich, Germany.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,
    Bachelier Colloquium 2017, Metabief, France.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,
    Advances in Financial Mathematics, Paris, France.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, January 2017,
    Stochastic analysis and its applications XIII, Prague, Czech Republic.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, December 2016,
    QMF Conference 2016, Sydney, Australia.
  • Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio, December 2016,
    Finance and Stochastics Seminars, London, UK.
  • Cover's portfolio in stochastic portfolio theory, September 2016,
    Workshop on Stochastic Processes and Financial and Insurance Mathematics II, Ritsumeikan, Japan.
  • Polynomial processes in stochastic portfolio theory, July 2016,
    9th Bachelier World Congress, New York, US.
  • Aspects of stochastic portfolio theory and polynomial processes, June 2016,
    At the Frontiers of Quantitative Finance, Edinburgh, UK.
  • Affine multiple yield curve models, June 2016,
    Bar-Ilan Conference on Financial Mathematics, Tel Aviv, Israel.
  • (Measure-valued) polynomial processes in stochastic portfolio theory, May 2016,
    Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, Oaxaca, Mexiko.
  • Polynomial processes in stochastic portfolio theory, May 2016,
    Thiele Seminar, Aarhus, Danemark.
  • Polynomial processes in stochastic portfolio theory, April 2016,
    ISOR Colloquium, Vienna, Austria.
  • Polynomial processes in stochastic portfolio theory, March 2016,
    Seminar MathFiProNum, Paris, France.
  • Polynomial processes in stochastic portfolio theory, February 2016,
    Joint Risk \& Stochastics and Financial Mathematics Seminar, LSE, London, UK.
  • Affine multiple yield curve models February 2016,
    Frontiers in Stochastic Modelling for Finance, Padua, Italy.
  • Polynomial processes in stochastic portfolio theory, January 2016,
    XVII Workshop on Quantitative Finance, Pisa, Italy.
  • Polynomial processes in stochastic portfolio theory, Januar, 2016,
    Bachelier Colloquium 2016, Metabief, France.
  • Aspects of relative arbitrage with long only portfolios and polynomial models in stochastic portfolio theory, December 2015,
    Meeting on stochastic portfolio theory, Princeton, USA.
  • New perspective on the fundamental theorem of asset pricing for large financial markets, December 2015,
    Mathematical Finance Seminar, Columbia University, New York.
  • Stochastic portfolio theory and polynomial processes, October 2015,
    Workshop: Junior Female Researcher in Probability, Berlin, Germany.
  • Polynomial processes in stochastic portfolio theory, September 2015,
    ETH-ITS Workshop, Zürich, Switzerland.
  • Affine multiple yield curve models, September 2015,
    7th AMeMef, Lausanne, Switzerland.
  • A new perspective on the fundamental theorem of asset pricing for large financial markets, August 2015,
    ICIAM, Peking, China.
  • Polynomial processes and their applications in stochastic portfolio theory, July 2015,
    Summer School in Stochastic Finance , Athens, Greece.
  • A new perspective on the fundamental theorem of asset pricing for large financial markets, May 2015,
    Conference on Advanced Modelling in Mathematical Finance , Kiel, Germany.
  • A general HJM framework for multiple yield curve modeling, April 2015,
    Financial and Insurance Mathematics Seminar at ETHZ, Zürich, Switzerland.
  • A new perspective on the fundamental theorem of asset pricing for large financial markets, January 2015,
    XVI Workshop on Quantitative Finance, Parma, Italy.
  • A new perspective on the fundamental theorem of asset pricing for large financial markets, January 2015
    Bachelier Colloquium 2015, Metabief, France.
  • A convergence result for the Emery topology and a variant of the proof of the Fundamental Theorem of Asset Pricing, September 2014,
    Stochastics of Environmental and Financial Economics , Oslo, Norway.
  • A convergence result for the Emery topology and a variant of the proof of the Fundamental Theorem of Asset Pricing, July 2014,
    Seminar Talk, EPFL Lausanne, Switzerland.
  • An HJM approach for multiple yield curves, June 2014,
    Bachelier Finance Society 8th World Congress , Brussels, Belgium.
  • A convergence result for the Emery topology and a variant of the proof of the Fundamental Theorem of Asset Pricing, May 2014,
    Workshop on Mathematical Finance: Arbitrage and Portfolio Optimization , Banff, Canada.
  • A convergence result for the Emery topology and insights in the proof of the Fundamental Theorem of Asset Pricing, March 2014
    The London Mathematical Finance Seminar Series , London, England.
  • An HJM approach for multiple yield curves, January 2014,
    XV Workshop on Quantitative Finance, Florence, Italy.
  • An HJM approach for multiple yield curves, January 2014,
    Bachelier Colloquium 2014, Metabief, France.
  • An HJM approach for multiple yield curves, December 2013,
    Seminar Talk, Universite Paris Diderot (Paris 7), Paris, France.
  • An HJM approach for multiple yield curves, November 2013,
    Seminar Talk, Dublin City University, Dublin, Ireland.
  • An HJM approach for multiple yield curves, November 2013,
    Kolloquium Versicherungs- und Finanzmathematik, Hannover, Hannover, Germany.
  • An HJM approach for multiple yield curves, October 2013,
    Workshop on Stochastic Processes and Statistics in Finance, Okinawa, Japan.
  • An HJM approach for multiple yield curves, September 2013,
    PRisMa-Workshop Vienna, Vienna, Austria.
  • An HJM approach for multiple yield curves, September 2013,
    OEMG DMV Congress 2013, Innsbruck, Austria.
  • Fourier transform methods for pathwise covariance estimation and calibration of stochastic volatility models, September 2013,
    Seminar Talk, TU Chemnitz, Chemnitz, Germany.
  • Fourier transform methods for pathwise covariance estimation and calibration of stochastic volatility models, July 2013,
    Seminar Talk, LMU Munich, Munich, Germany.
  • Fourier transform methods for pathwise covariance estimation in the presence of jumps, June 2013,
    Advanced Finance and Stochastics, Moscow, Russia.
  • Fourier transform methods for pathwise covariance estimation and calibration of affine models, June 2013,
    Conference on Frontiers in Financial Mathematics, Dublin, Ireland.
  • Affine processes and their applications in mathematical finance;
    Fourier transform methods for pathwise covariance estimation in the presence of jumps, May 2013,
    Workshop on Financial Mathematics, Beirut, Lebanon.
  • Fourier transform methods for pathwise covariance estimation in the presence of jump, March 2013,
    Financial and Insurance Mathematics Seminar at ETHZ, Zürich, Switzerland.
  • Fourier transform methods for pathwise covariance estimation in the presence of jumps, November 2012,
    Finance and Stochastics Seminar at Imperial College, London, United Kingdom.
  • Fourier transform methods for pathwise covariance estimation in the presence of jumps, October 2012,
    4th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin, Germany.
  • Calibration of multivariate affine stochastic volatility models, June 2012,
    BFS 7th world congress, Sydney, Australia.
  • Matrix valued affine SDEs and their applications to multivariate stochastic volatility modeling, Mai 2012,
    Conference on OCDNGND, Vienna, Austria.
  • Multivariate affine stochastic volatility models - theoretical aspects and calibration, Mai 2012,
    Seminar Talk, LMU Munich, Munich, Germany.
  • Multivariate affine stochastic volatility models - theoretical aspects and calibration, Mai 2012,
    Seminar Talk, University of Kiel, Kiel, Germany.
  • Calibration of multivariate affine stochastic volatility models, April 2012,
    Mathematical and statistical methods for actuarial sciences and finance, Venice, Italy.
  • Multivariate affine stochastic covariance models, November 2011,
    Workshop on Interest Rates and Credit Risk, Chemnitz, Germany.
  • Multivariate affine stochastic volatility models, June 2011,
    DYNSTOCH Conference 2011, Heidelberg, Germany.
  • Affine processes and applications to multivariate stochastic volatility modeling, May 2011,
    Seminar zur Stochastik der Finanzmaerkte TU Berlin, Berlin, Germany.
  • Affine processes on symmetric cones, September 2010,
    Conference on Stochastic Processes and their Applications, Osaka, Japan.
  • Affine processes on non-canonical state spaces, July 2010,
    Conference on Analysis, Stochastics and Applications, Vienna, Austria.
  • Affine processes on positive semidefinite matrices, June 2010,
    6th World Congress of the Bachelier Finance Society, Toronto, Canada.
  • Affine processes on positive semidefinite matrices, April 2010,
    Workshop on Random Matrices, Zürich, Switzerland.
  • Polynomial processes - Implementation in Premia, March 2010,
    Meeting for the Premia release 12 software, Paris, France.
  • Affine processes on positive semidefinite matrices, February 2010,
    International Workshop on Mathematical Finance, Tokyo, Japan.
  • Affine processes on positive semidefinite matrices, December 2009,
    Probability seminar ETHZ, ETH Zürich, Switzerland.
  • Affine processes on positive semidefinite matrices, September 2009
    One day workshop on portfolio risk management,TU Wien, Austria.
  • Affine processes on positive semidefinite matrices, September 2009,
    OEMG + DMV Kongress, Graz, Austria.
  • Polynomial processes and applications to option pricing, May 2009,
    Instanbul Workshop on Mathematical Finance, Istanbul, Turkey.
  • Polynomial processes and applications to option pricing, April 2009,
    Seminar Talk, TU München , München, Germany.
  • A class of analytically tractable processes, December 2008,
    Special Semester on Stochastics with Emphasis on Finance , Linz, Austria.
  • A class of analytically tractable processes with applications to option pricing, July 2008
    5th World Congress of the Bachelier Finance Society, London, United Kingdom.