Mathematical Finance Seminar,
Center for Mathematical Economics, Universität Bielefeld, Germany, 25 Oct 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 BFS World Congress,
Hong Kong, 13–17 Jun 2022. Model-free bounds and detection of arbritrage in multi-asset derivatives markets.
Nederlands Mathematisch Congres,
Utrecht, The Netherlands, 19–20 Apr 2022. Model-free bounds in finance: a journey through probability, statistics and optimization.
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, 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.
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.
Workshop on Mathematical Finance,
Barcelona, Spain, 29–30 Mar 2017. Model-free bounds for multi-asset options: improved Fréchet-Hoeffding and optimal transport approaches.
Analysis & Stochastics Seminar, TU Dresden, Germany, 9 Jun 2016. Model uncertainty, improved Fréchet-Hoefding bounds and applications in option pricing and risk management.
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..
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.
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.
Department of Mathematics,
National Technical University, Athens, Greece, 29 Mar 2013. Fourier methods in finance: from option pricing to risk measurement.
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.
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.
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.
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.
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.
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]
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.