Co-organized workshops, conferences and schools
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Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics,
BIRS, Banff, Canada, 10–15 Nov 2024.
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15th European Summer School in Financial Mathematics,
Delft, The Netherlands, 4–8 September 2023.
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Stochastic Methods in Finance and Physics,
Heraklion, Greece, 17–21 July 2023.
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Summer school on "Mathematics of Machine and Statistical Learning",
Athens, Greece, 19–23 June 2023.
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New Challenges in Financial Mathematics and Mathematical Economics,
Athens, Greece, 3 March 2023.
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Finance Research Day,
Delft, The Nethelands, 14 October 2022.
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Mathematics, Applied or Knot,
Athens, Greece, 8 October 2018.
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Stochastic Methods in Finance and Physics,
Heraklion, Greece, 23–27 July 2018.
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Summer school on "Numerical Analysis for Deterministic and Stochastic Differential Equations",
Athens, Greece, 10–13 July 2018.
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Recent Developments in Numerical Methods with Applications in Statistics and Finance,
Mannheim, Germany, 8–9 June 2017.
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Berlin–Paris Young Researchers Workshop on Stochastic Analysis with Applications in Biology and Finance,
Berlin, Germany, 2–4 November 2016.
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Stochastic Methods in Finance and Physics,
Heraklion, Greece, 20–24 July 2015.
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Advanced Modelling in Mathematical Finance,
Kiel, Germany, 20–22 May 2015.
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Berlin–Singapore Workshop on Quantitative Finance and Financial Risk,
Berlin, Germany, 21–24 May 2014.
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Stochastic Methods in Finance and Physics,
Heraklion, Greece, 15–19 July 2013.
Co-organized seminar series
Co-organized mini-symposia and special sessions
- Recent advances in transform (Fourier/Laplace) methods for computational finance and insurance,
at the
International Conference on Computational Finance (ICCF24),
Amsterdam, The Netherlands, 2–5 April 2024.
- Recent advances in Fourier transform methods for computational finance and insurance,
at the
SIAM Conference on Financial Mathematics and Engineering (FM23),
Philadelphia, Pennsylvania, USA, 6–9 June 2023.
- Mathematical Finance,
at the 1st Congress of Greek Mathematicians,
Athens, Greece, 25–30 June 2018.
- Risk and performance measures and related fields,
at the
SIAM Conference on Financial Mathematics and Engineering (FM14),
Chicago, Illinois, USA, 13–15 November 2014.
- Lévy and affine processes in finance,
at the
33rd Conference on Stochastic Processes and their Applications,
Berlin, Germany, 27–31 July 2009.
Organized mini-courses
- Wolfgang Runggaldier (Padova):
Interest Rate Modelling,
Athens, Greece, 13–17 May 2019.
- Ludger Rüschendorf (Freiburg):
Dependence, Risk bounds, Optimal Allocations and Portfolios,
Berlin, Germany, 10–12 May 2016.
- Carole Bernard (Grenoble):
Dependence Modelling with Applications to Portfolio Choice and Risk Management,
Berlin, Germany, 11–15 May 2015.
- Erik Baurdoux (LSE):
Lévy Processes and Optimal Stopping,
Berlin, Germany, 26–30 May 2014.
- Dylan Possamaï (Paris IX):
Second-order BSDEs, jump uncertainty and applications in finance,
Berlin, Germany, 16–18 April 2013.
Member of scientific committees