Inaugural address
The Mathematics of Financial Markets , TU Delft, The Netherlands, 3 May 2023.
[slides ,
video ]
Talks at seminars, conferences and schools
World Online Seminars on Machine Learning in Finance ,
virtual, 3 Sep 2024.Deep minimizing movement methods in finance - applications and theory .
12th World Congress, Bachelier Finance Society ,
Rio de Janeiro, Brazil, 8–12 Jul 2024.Deep gradient flow methods for option pricing .
Stochastic Numerics and Statistical Learning: Theory and Applications ,
KAUST, Saudi Arabia, 26–30 May 2024.Deep minimizing movement methods in finance .
International Conference on Computational Finance ,
Amsterdam, The Netherlands, 2–5 April 2024.Model-free and data-driven methods in mathematical finance .
21st Winter School on Mathematical Finance ,
Soesterberg, The Netherlands, 22–24 Jan 2024.Model-free and data driven methods in mathematical finance .
Mathematical Finance Seminar ,
Center for Mathematical Economics, Universität Bielefeld, Germany, 25 Oct 2023.Model-free and data driven methods in mathematical finance .
SIAM Conference on Financial Mathematics and Engineering ,
Philadephia, USA, 6–9 Jun 2023. Model-free and data-driven methods in mathematical finance .
Stochastic Numerics and Statistical Learning: Theory and Applications ,
KAUST, Saudi Arabia, 15 May–1 Jun 2023. Model-free and data-driven methods in mathematical finance .
PALD meeting ,
Delft, The Netherlands, 26 May 2023. Hadamard’s program for BSDEs with jumps .
Numerical Analysis of SPDEs ,
Eindhoven, The Netherlands, 15–17 May 2023. Well-posedness and convergence rates for Lévy driven BSDEs .
AvH MATH4UQ Seminar ,
RWTH Aachen, virtual, 21 Mar 2023.A splitting deep Ritz method for multi-asset option pricing in Lévy models . [video ]
Actuarial and Financial Mathematics Conference ,
Brussels, Belgium, 9–10 Feb 2023.Model-free and data-driven methods in mathematical finance .
Finance Research Day ,
TU Delft, The Netherlands, 14 Oct 2022.Model-free and data-driven methods in mathematical finance .
2nd Congress of Greek Mathematicians ,
Athens, Greece, 4–8 Jul 2022.Model-free bounds in finance: a journey through probability, statistics and optimization .
11th World Congress, Bachelier Finance Society ,
Hong Kong, 13–17 Jun 2022.Model-free bounds and detection of arbritrage in multi-asset derivatives markets .
Stochastic Numerics and Statistical Learning: Theory and Applications ,
KAUST, Saudi Arabia, 15–28 May 2022.Model-free bounds in finance: a journey through probability, statistics and optimization .
Nederlands Mathematisch Congres ,
Utrecht, The Netherlands, 19–20 Apr 2022. Model-free bounds in finance: a journey through probability, statistics and optimization .
Seminar in Analysis and Applications ,
TU Delft, The Netherlands, 22 Mar 2022. Hadamard’s program for BSDEs with jumps .
SISDECS Workshop ,
virtual, 18–19 Nov 2021. Model uncertainty in finance: a journey through probability, statistics and optimization .
10th General AMaMeF Conference ,
virtual, 22–25 Jun 2021. Model-free bounds for multi-asset options using option-implied information and their exact computation .
Seminar in Probability and Statistics ,
TU Delft, virtual, 29 Mar 2021.Model-free bounds in finance: a journey through probability, statistics and optimization .
MathFinance Digital Conference ,
virtual, 15–16 Mar 2021. Deep learning in finance: an empirical investigation .
MathFinance Digital Conference ,
virtual, 1 Oct 2020. Model-free bounds for multi-asset options using option-implied information and their exact computation .
Seminar on Mathematical Sciences ,
Nanyang Technological University, Singapore, 31 Oct 2019. Improved Fréchet-Hoeffding bounds, optimal transport and model-free finance .
Dependence Modelling with Applications in Finance and Insurance ,
Agistri, Greece, 16–17 Sep 2019.Improved Fréchet-Hoeffding bounds, optimal transport and model-free finance .
9th International Conference on Lévy processes ,
Samos, Greece, 15–19 Jul 2019.Hadamard's program for BSDE with jumps .
Summer School on Lévy processes ,
Athens, Greece, 8–12 Jul 2019.An introduction to Lévy Processes . [mini-course]
SIAM Conference on Financial Mathematics & Engineering ,
Toronto, Canada, 4–7 Jun 2019.Marginal and dependence uncertainty: bounds, optimal transport, and sharpness .
Frontier Areas in Financial Analytics ,
Fields Institute, Toronto, Canada, 29 Apr–3 May 2019.Improved Fréchet-Hoeffding bounds, optimal transport and model-free finance .
Financial/Actuarial Mathematics Seminar ,
University of Michigan, Ann Arbor, USA, 24 Apr 2019. Improved Fréchet-Hoeffding bounds, optimal transport and model-free finance .
Finance and Stochastics Seminar ,
Imperial College, London, UK, 13 Mar 2019.Improved Fréchet-Hoeffding bounds, optimal transport and model-free finance .
10th World Congress, Bachelier Finance Society ,
Dublin, Ireland, 16–20 Jul 2018.Model-free bounds, optimal transport and applications in finance .
4th Workshop on Branching Processes and Related Topics ,
Shanghai, China, 21–25 May 2018. Branching processes in finance: LIBOR models with positive rates and spreads .
School of Mathematical Sciences ,
Shanghai Jiao Tong University, China, 22 May 2018 Hadamard's program for BSDE with jumps .
Mathematics Seminar ,
NTUA, Athens, Greece, 18 May 2018.Hadamard's program for BSDE with jumps .
13th German Probability and Statistics Days ,
Freiburg, Germany, 27 Feb–2 Mar 2018. Improved Fréchet-Hoeffding bounds, optimal transport and applications in finance .
Mathematics Seminar ,
NTUA, Athens, Greece, 8 Dec 2017.Optimal transport, improved Fréchet-Hoeffding bounds and applications .
Seminar on Stochastic Analysis and Stochastic Finance ,
Berlin, Germany, 1 Jun 2017.Model-free bounds for multi-asset options: improved Fréchet-Hoeffding and optimal transport approaches .
Symposium on Mathematical Modeling ,
NTUA, Athens, Greece, 3 May 2017.Post-crisis modeling in interest rate markets .
Workshop on Mathematical Finance ,
Barcelona, Spain, 29–30 Mar 2017. Model-free bounds for multi-asset options: improved Fréchet-Hoeffding and optimal transport approaches .
Mathematics of Quantitative Finance ,
Oberwolfach, Germany, 26 Feb–4 Mar 2017. Improved Fréchet-Hoeffding bounds and model-free finance .
Seminar on Stochastics and Statistics ,
University of Mannheim, Germany, 21 Sep 2016.Fréchet-Hoeffding bounds and model-free finance .
Vienna Congress on Mathematical Finance ,
Vienna, Austria, 12–14 Sep 2016. An equilibrium model for spot and forward prices of commodities .
9th World Congress, Bachelier Finance Society ,
New York, USA, 15–19 Jul 2016. Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA .
Shanghai Advanced Institute of Finance (SAIF) ,
Shanghai Jiao Tong University, China, 4–7 Jul 2016. Numerical Methods for Finance . [mini-course]
Energy and Commodity Finance Conference ,
Paris, France, 23–24 Jun 2016. An equilibrium model for spot and forward prices of commodities .
Analysis & Stochastics Seminar , TU Dresden, Germany, 9 Jun 2016. Model uncertainty, improved Fréchet-Hoefding bounds and applications in option pricing and risk management .
Dependence Modeling in Finance, Insurance and Environmental Science ,
Munich, Germany, 17–19 May 2016. Value-at-Risk bounds with partial dependence information .
Seminar on Mathematical Modeling ,
National Technical University Athens, Greece, 30 Mar 2016. Improved Fréchet–Hoeffding bounds for d-copulas and applications in model–free finance. .
12th German Probability and Statistics Days ,
Bochum, Germany, 1–4 Mar 2016. Multivariate shortfall risk allocation and systemic risk .
Seminar on Stochastic Analysis and Stochastic Finance ,
Berlin, Germany, 11 Feb 2016. Multivariate shortfall risk allocation and systemic risk .
Frontiers in Stochastic Modeling for Finance ,
Padova, Italy, 2–5 Feb 2016. Multivariate shortfall risk allocation and systemic risk .
Department of Statistics ,
University of Warwick, UK, 25 Jan 2016. Model-free and model-specific topics in mathematical finance .
Department of Mathematics ,
University College London, UK, 21 Jan 2016. Model-free and model-specific topics in mathematical finance .
Department of Mathematics ,
TU Chemnitz, Germany, 20 Jan 2016. Multivariate shortfall risk allocation and systemic risk .
Dependence and Risk Measures , Milan, Italy, 12–13 Nov 2015.Multivariate shortfall risk allocation and systemic risk .
Séminaire Bachelier , Paris, France, 2 Oct 2015. Multivariate shortfall risk allocation and systemic risk .
Séminaire de probabilités et mathématiques financières ,
Université d'Evry, France, 1 Oct 2015. An equilibrium model for spot and forward prices of commodities .
Stochastic Methods in Finance and Physics ,
Heraklion, Greece, 20–24 Jul 2015. Improved Fréchet–Hoeffding bounds, stochastic ordering of quasi–copulas and applications in model–free finance.
12th Summer School in Stochastic Finance ,
Athens, Greece, 6–10 Jul 2015. Fourier methods in finance: from option pricing to systemic risk. [mini-course]
Closing Conference: Information in Finance and Insurance ,
Institut Louis Bachelier, Paris, France, 23–25 Jun 2015. Partial information, dependence uncertainty and applications in model free finance.
Advanced Modelling in Mathematical Finance ,
Kiel, Germany, 20–22 May 2015. An equilibrium model for spot and forward prices of commodities .
Department of Mathematics ,
University of Padova, Italy, 24 Apr 2015. An equilibrium model for spot and forward prices of commodities .
Department of Mathematics , University of Giessen, Germany, 8 Apr 2015. Improved Fréchet–Hoeffding bounds for d-copulas and applications in model-free finance .
Challenges in Derivatives Markets ,
Munich, Germany, 30 Mar–1 Apr 2015. Computation of value adjustments in affine LIBOR models with multiple curves .
Probability Seminar ,
University of Duisburg-Essen, Germany, 10 Feb 2015.An equilibrium model for commodity spot and forward prices .
Mathematics Seminar ,
National Technical University, Athens, Greece, 9 Jan 2015.Improved bounds for d-copulas and applications in model-free finance .
Institute for Mathematical Stochastics , TU Braunsweig, Germany, 3 Dec 2014.Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
Statistical Inference for Lévy Processes ,
Lorentz Center, Leiden, The Netherlands, 22–25 Sep 2014.Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
New Directions in Financial Mathematics and Mathematical Economics ,
Banff, Canada, 7–11 Jul 2014. An equilibrium model for commodity spot and forward prices .
[video ]
8th World Congress, Bachelier Finance Society ,
Brussels, Belgium, 2–6 Jun 2014.An equilibrium model for commodity spot and forward prices .
Kolloquium Versicherungs- und Finanzmathematik ,
Hannover, Germany, 28 May 2014.A Fourier approach to the computation of risk measures .
[slides ]
1st Berlin-Singapore Workshop on Quantitative Finance and Financial Risk ,
Berlin, Germany, 21–24 May 2014.Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
Seminar on Mathematical Modeling
National Technical University Athens, Greece, 14 May 2014.A guided tour through interest rate models .
Department of Mathematics , University of Konstanz, Germany, 11 Apr 2014.Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
Financial Engineering Workshops ,
Cass Business School, London, UK, 19 Mar 2014. Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
[slides ]
Finance and Stochastics Seminar ,
Imperial College, London, UK, 12 Mar 2014.Affine LIBOR models with multiple curves: theory, examples, calibration, TVA .
11th German Probability and Statistics Days ,
Ulm, Germany, 4–7 Mar 2014.An equilibrium model for commodity spot and forward prices .
Department of Mathematics ,
National Technical University, Athens, Greece, 10 Jan 2014.An equilibrium model for commodity spot and forward prices .
London Mathematical Finance Seminar Series ,
London, UK, 28 Nov 2013. Affine LIBOR models with multiple curves: theory, examples and calibration .
Probability and Computational Finance Seminars , Carnegie Mellon University,
Pittsburgh, USA, 25 Sep 2013. Affine LIBOR models with multiple curves: theory, examples and calibration .
Probability and Computational Finance Seminars , Carnegie Mellon University,
Pittsburgh, USA, 23 Sep 2013. An equilibrium model for commodity spot and forward prices .
ORFE Seminars , Princeton University, USA, 18 Sep 2013. Affine LIBOR models with multiple curves: theory, examples and calibration .
Miniworkshop on Advances in LIBOR Modeling ,
Munich, Germany, 9 Sep 2013. Affine LIBOR models with multiple curves: theory, examples and calibration .
Advances in Mathematics of Finance ,
Warsaw, Poland, 10–15 Jun 2013. Affine LIBOR models with multiple curves: theory and calibration .
Oberseminar Biologische Modelle und Statistische Mechanik ,
TU Berlin, Germany, 22 Apr 2013.Non-linear PDEs, branching processes and applications in finance .
Department of Mathematics ,
National Technical University, Athens, Greece, 29 Mar 2013.Fourier methods in finance: from option pricing to risk measurement .
Seminario di Probabilità e Finanza Matematica ,
University of Padova, Italy, 18 Mar 2013.Affine LIBOR models with multiple curves .
2nd Sino-German Workshop on Optimization, Modeling, Methods and Applications in Industry and Management ,
Beijing, China, 22–27 Sep 2012.Modeling LIBOR rates before and during the ciris .
Summer School on "Dependence Modeling" ,
TU Munich, Germany, 30 Jun–3 Aug 2012.LIBOR models with multiple curves .
7th World Congress, Bachelier Finance Society ,
Sydney, Australia, 19–22 Jun 2012. A multi-curve stochastic volatility LIBOR model .
Risk and Stochastics Conference 2012 ,
LSE, London, UK, 19–20 Mar 2012. Affine LIBOR models: pre- and in-crisis .
Conference on Liquidity and Credit Risk ,
Freiburg, Germany, 15–16 Mar 2012. Affine LIBOR models with stochastic basis .
Matheon Center Days 2012Affine processes in finance: LIBOR modeling and estimation .
Workshop on Interest Rates and Credit Risk ,
Chemnitz, Germany, 23–25 Nov 2011. Affine LIBOR models: multiple curves and credit risk .
Humboldt–Princeton Conference ,
Berlin, Germany, 28–29 Oct 2011. Affine LIBOR models: multiple curves and credit risk .
5th Conference on Stochastic Analysis and its Applications ,
Bonn, Germany, 5–9 Sep 2011. Efficient and accurate log-Lévy approximations for the Lévy LIBOR model .
Department of Mathematics , National Technical University,
Athens, Greece, 21–23 Jun 2011.Numerical methods in finance .
[mini-course ]
Seminar on Mathematical Finance , University of Vienna, Austria, 30 May 2011. Efficient and accurate log-Lévy approximations for the Lévy LIBOR model .
Edgeworth Centre for Financial Mathematics ,
Dublin City University, Ireland, 18 Mar 2011. Fourier methods in finance: option pricing and beyond .
Séminaires Méthodes Stochastiques et Finance ,
École des Ponts, Paris, France, 4 Mar 2011.Efficient log-Lévy approximations for the Lévy LIBOR model .
Département de Máthematiques , Université d'Evry,
Paris, France, 3 Mar 2011.Towards an affine LIBOR model with default risk .
Modeling and Managing Financial Risks ,
Paris, France, 10–13 Jan 2011.Valuation of credit derivatives in LIBOR models .
International Symposium "Vision in Stochastics" , Steklov Mathematical Institute,
Moscow, Russia, 1–4 Nov 2010.Numerical methods for the Lévy LIBOR model .
Department of Mathematics and Statistics, University of Cyprus ,
Nicosia, Cyprus, 14 Sep 2010. A new approach to modeling LIBOR rates
28th European Meetings of Statisticians ,
Piraeus, Greece, 17–22 Aug 2010.Numerical methods for the Lévy LIBOR model .
5th International Workshop on Applied Probability ,
Madrid, Spain, 5–8 Jul 2010.Portfolio optimization, option pricing and multidimensional Lévy processes .
6th World Congress, Bachelier Finance Society ,
Toronto, Canada, 22–26 Jun 2010.A new approach to LIBOR modeling .
Department of Mathematics , National Technical University,
Athens, Greece, 14 Jun 2010.A new approach to modeling default-free and defaultable LIBOR rates .
Institute of Mathematics , TU Berlin, Germany, 7 Jun 2010. Numerical methods for default-free and defaultable LIBOR models .
Applied and Numerical Analysis Seminar ,
University of Crete, Greece, 2 Jun 2010.Aproximation methods for the Lévy LIBOR model .
Forschungsseminar Stochastische Analysis und Stochastik der Finanzmärkte ,
TU Berlin, Germany, 15 Apr 2010.The class of affine LIBOR models .
Séminaire Bachelier , Institut Henri Poincaré,
Paris, France, 10 Apr 2010.Approximation methods for the Lévy LIBOR model .
Recent Advances in Mathematical Finance ,
Aarhus School of Business, Denmark, 11 Mar 2010.Approximation methods for the Lévy LIBOR model .
9th German Open Conference on Probability and Statistics ,
Leipzig, Germany, 2–5 Mar 2010.A new class of LIBOR models .
Actuarial and Financial Mathematics Conference ,
Brussels, Belgium, 4–5 Feb 2010. Taylor approximation of SDEs and application to LIBOR models .
Quantitative Methods in Finance Conference ,
Sydney, Australia, 16–19 Dec 2009.A new approach to LIBOR modeling .
Seminar in Financial and Insurance Mathematics ,
ETH Zürich, Switzerland, 22 Oct 2009.A review and some recent results in LIBOR modeling .
Statistics meets Finance ,
University of Chemnitz, Germany, 3 September 2009.A new approach to LIBOR modeling .
2nd European Summer School in Financial Mathematics ,
Paris, France, 24–29 Aug 2009.Analysis of Fourier transform valuation formulas and applications .
Statistical Inference for Lévy Processes with Applications to Finance ,
EURANDOM, Eindhoven, The Netherlands, 15–17 Jul 2009.A new approach to LIBOR modeling .
FAM Seminar ,
TU Vienna, Austria, 2 Jul 2009.Towards an "affine LIBOR" model with default risk .
Workshop on Filtering in Mathematical Finance ,
University of Chemnitz, Germany, 17–19 Jun 2009.A new approach to LIBOR modeling .
Istanbul Workshop on Mathematical Finance , Sabanci University, Istanbul, Turkey, 18–21 May 2009. A new approach to LIBOR modeling .
Department of Mathematics , University of Vienna, Austria, 27 Mar 2009. On the application of Lévy processes in mathematical finance .
Workshop "Finance and Insurance" , University of Jena, Germany, 16–20 Mar 2009.A new approach to LIBOR modeling .
Center for the Study of Finance and Insurance ,
Osaka University, Osaka, Japan, 23 Feb 2009.Topics in LIBOR modeling: from BGM to the affine LIBOR model .
Mini-Workshop on Mathematical Finance ,
University of Kiel, Germany, 17 Feb 2009.A new approach to LIBOR modeling .
START Seminar ,
TU Vienna, Austria, 29 Jan 2009.A new approach to LIBOR modeling .
Department of Mathematics , National Technical University, Athens, Greece, 5–9 Jan 2009.Lévy processes and applications .
Concluding Workshop – Special Semester on Stochastics with Emphasis on Finance ,
RICAM, Linz, Austria, 2–4 Dec 2008.A new approach to LIBOR modeling – application of affine processes .
Seminar on Applied Mathematics , ETH Zürich, Switzerland, 10 Nov 2008.Strong Taylor approximation of SDEs and application to the Lévy LIBOR model .
Department of Mathematics , Humboldt University, Berlin, Germany, 31 Oct 2008.Facets of the applications of jump processes in finance: affine LIBOR model .
PRisMa 2008: One-Day Workshop on Portfolio Risk Management , TU Vienna, Austria, 29 Sep 2008.Strong Taylor approximation of SDEs and application to the Lévy LIBOR model .
European Summer School in Financial Mathematics , Paris, France, 6–14 Sep 2008.Strong Taylor approximation of SDEs and application to the Lévy LIBOR model .
Oberseminar über Mathematische Stochastik , University of Freiburg, Germany, 4 Aug 2008.On the duality principle for multidimensional semimartingales .
5th World Congress, Bachelier Finance Society ,
London, UK, 15–19 Jul 2008.Numerical solution of SDEs and applications to the Lévy LIBOR model .
Dynstoch Workshop 2008 ,
Padova, Italy, 26–28 Jun 2008.Numerical solution of SDEs and applications to the Lévy LIBOR model .
Seminar: Stochastische Analysis und Stochastik der Finanzmärkte ,
Humboldt University, Berlin, Germany, 19 Jun 2008.Taylor approximation of SDEs and applications to the Lévy LIBOR model .
School of Naval Architecture and Marine Engineering , National Technical University,
Athens, Greece, 24 Mar 2008.Lévy processes and applications .
Seminar in Economics and Finance , University of Piraeus, Greece, 20 Mar 2008.Modeling the term structure of interest rates with Lévy processes: HJM and LIBOR approaches .
Department of Banking and Financial Management , University of Piraeus, Greece, 20 Mar 2008.Lévy processes, change of measure and applications in finance .
[mini-course]
8th German Open Conference on Probability and Statistics ,
RWTH Aachen, Germany, 4–7 Mar 2008.Valuation formulae for derivatives and applications to Lévy models .
Mathematisches Kolloquium , University of Freiburg, Germany, 12 Feb 2008.Numerical solution of SDEs and applications to the Lévy LIBOR model .
Department of Mathematics , National Technical University, Athens, Greece, 14 Nov 2007.Modeling the term structure of interest rates with Lévy processes .
Department of Mathematics , National Technical University, Athens, Greece, 14 Nov 2007.Semimartingales and Lévy processes in finance: duality and valuation .
START Seminar ,
TU Vienna, Austria, 8 Nov 2007.The duality principle for multidimensional semimartingales .
Conference on Advanced Mathematical Methods for Finance ,
TU Vienna, Austria, 17–22 Sep 2007.On the duality principle in option pricing: semimartingales and Lévy processes .
Advances in Mathematics of Finance ,
Banach Center, Bedlewo, Poland, 30 Apr–5 May 2007.Valuation of exotic, interest rate and credit derivatives in Lévy models .
Seminar on Mathematical Finance ,
TU Vienna, Austria, 8 Mar 2007.Semimartingales and Lévy processes in finance: duality and valuation .
Frankfurt MathFinance Colloquium ,
HfB, Frankfurt, Germany, 10 Jan 2007.Duality and valuation of exotic derivatives in Lévy models .
Credit Risk under Lévy models ,
ICMS, Edinburgh, Scotland, 19–21 Sep 2006.Valuation of exotic and credit derivatives in Lévy models .
Financial Modeling with Jump Processes ,
École Polytechnique, Palaiseau, France, 6–8 Sep 2006.Valuation of exotic and credit derivatives in Lévy models .
Mathematics in Modern Technologies and Economics ,
National Technical University, Athens, Greece, 1–5 Sep 2006An introduction to Lévy processes with a view towards finance . [mini-course]
4th World Congress, Bachelier Finance Society ,
Tokyo, Japan, 17–20 Aug 2006. Valuation of exotic and credit derivatives in Lévy models .
Séminaire Calcul Stochastique ,
Université Louis Pasteur, Strasbourg, France, 20 Mar 2006. On simplifying certain valuation problems in Lévy models .
Seminar in Actuarial and Financial Mathematics ,
Heriot–Watt University, Scotland, 24 Feb 2006. Lévy driven term structure models and cap-floor symmetries .
Recent Developments in Financial and Actuarial Mathematics ,
ETH Zürich, Switzerland, 16–18 Nov 2005. Symmetries and Lévy term structure models .
Department of Mathematics and Computer Science ,
University of Leipzig, Germany, 2–3 Nov 2005. An introduction to Lévy processes with finance in view . [mini-course]
Seminar in Economics and Finance ,
University of Piraeus, Greece, 23 Mar 2005. On symmetry formulas for option valuation in Lévy models .
Department of Banking and Finance ,
University of Piraeus, Greece, 22 Mar 2005. An introduction to Lévy processes with applications in finance . [mini-course]
4th Symposium on Lévy Processes: Theory and Applications ,
Manchester, UK, 10–14 Jan 2005. Symmetries of exotic options in Lévy models .
3rd World Congress, Bachelier Finance Society ,
Chicago, USA, 21–24 Jul 2004. Symmetries and pricing of exotic options in Lévy models .
Dynstoch Workshop 2004 ,
Copenhagen, Denmark, 3–5 Jun 2004.Symmetries and pricing of exotic options in Lévy models .
CoFaR Research Seminar , University of Mainz, Germany, 10 Jul 2002.Option pricing in a jump diffusion model with double exponential jumps .
Frankfurt MathFinance Colloquium , University of Frankfurt, Germany, 6 Jun 2002.Option pricing in a jump diffusion model with double exponential jumps .