Invited talks
 [65] 10/05
2018
Department of Mathematics, Comenius University Bratislava
Convex duality and Orlicz spaces in expected utility maximization
 [64] 08/06
2017
Convex Stochastic Optimization Workshop, Kings College London
Convex duality and Orlicz spaces in expected utility maximization
 [63] 11/05
2017
Mathematical Finance and Probability Seminar, Vienna
Convex duality and Orlicz spaces in expected utility maximization
 [62] 04/04
2017
LUISS Guido Carli, Rome
Optimal trade execution under endogenous pressure to liquidate
 [61] 03/11
2016
London Mathematical Finance Seminar, UCL
Optimal trade execution under endogenous pressure to liquidate
 [60] 31/10
2016
Finance Research Workshop, Cass
Optimal trade execution under endogenous pressure to liquidate
 [59] 25/08
2015
George Boole Mathematical Science Conference, Cork
Quadratic hedging with and without numeraire change
 [58] 18/09
2015
Department of Mathematics, Dublin City University
Optimal fund management with gradual contributions
 [57] 09/04
2015
Faculty of Economics and Administration, Masaryk University Brno
Asymptotics of Quadratic Hedging in LÚvy Models
 [56] 14/01
2015
Department of Mathematics, Imperial College London
Asymptotics of Quadratic Hedging in LÚvy Models
 [55] 13/10
2014
Finance Workshop, Cass Business School
Log-optimal portfolios
 [54] 25/09
2014
London-Paris Bachelier Workshop, Paris
Good-Deal Prices for a Log Contract
 [53] 24/10
2013
Department of Mathematics, University of Leicester
Asymptotics of Quadratic Hedging in Lévy Models
 [52] 03/06
2013
UK Mathematical Finance Workshop, King's College London
Good-Deal Prices for a Log Contract
 [51] 21/03
2013
Department of Mathematics, University of Sussex
Admissible Strategies for Semimartingale Portfolio Optimization
 [50] 18/10
2012
Oberseminar: Finanzmathematik und Numerik, CAU Kiel
Computation of Optimal Monotone Mean-Variance Portfolios
 [49]

24/09
2012

CERGE-EI, Charles University, Prague
Optimal Hedging with Higher Moments
 [48]

05/09
2012

Department of Mathematics, ETH Zurich
Optimal Hedging with Higher Moments
 [47]

29/05
2012

Department of Economics, University of Pisa
Optimal Hedging with Higher Moments
 [46]

29/02
2012

Comenius University, Bratislava
Optimal Hedging with Higher Moments
 [45]

18/05
2011

Henley Business School, Reading University
Recent Advances in Quadratic Hedging
 [44]

04/05
2011

Nottingham University Business School
Optimal Hedging with Higher Moments
 
 [43]

12/03
2010

Department of Mathematics, University of Murcia
Admissible Strategies for Semimartingale Portfolio Optimization
 [42]

12/03
2010

Department of Mathematics, Comenius University Bratislava
Admissible Strategies for Semimartingale Portfolio Optimization
 [41]

05/03
2010

NCRG, Aston University, Birmingham
Performance Measurement and Mean-Variance Hedging
 [40]

25/11
2009

Energy & Finance Seminar, Universität Duisburg Essen
Performance Measurement and Mean-Variance Hedging
 [39]

16/07
2009

Summer School Bologna, Frontiers of Financial Mathematics
Performance Measurement, Good-Deal Bounds and Mean-Variance Hedging
 [38]

18/06
2009

Oberseminar: Finanzmathematik und Numerik, CAU Kiel
An Improved Convolution Algorithm for Discretely Sampled Asian Options
 [37]

28/01
2009

Department of Economics, City University London
Optimal Hedging with Higher Moments
 [36]

14/01
2009

Department of Economics, University of Konstanz
An Improved Convolution Algorithm for Discretely Sampled Asian Options
 [35]

26/11
2008

Department of Banking and Finance, University of Piraeus
Optimal Hedging with Higher Moments
 [34]

06/02
2008

Financial and Actuarial Mathematics Seminar, TU Vienna
Mean-Variance Hedging and Optimal Investment in Heston's Model
 [33]

16/11
2007

Workshop on Quantitative Finance, HSH Nordbank AG, Kiel
Optimal Hedging of Barrier Options in an Exponential Lévy Model
 [32]

31/05
2007

Bradford University School of Management
Introduction to FFT in Finance
 [31]

25/05
2007

Stanford University
Mean-Variance Hedging and Optimal Investment in Heston's Model
 [30]

30/01
2007

EBRD HQ London
Risk, Return and Portfolio Allocation under Alternative Pension Systems in Ageing Japan
 [29]

05/01
2007

Charles University, Prague
On the Structure of General Mean-Variance Hedging Strategies
 [28]

30/11
2006

Ludwig-Maximilans-Universität München
Martingale Properties of Good-Deal Price Bounds
 [27]

08/11
2006

Faculty of Actuarial Science and Insurance, City University London
Mean-Variance Hedging and Optimal Investment in Heston's Model
 [26]

27/10
2006

University of Bath
Martingale Properties of Good-Deal Price Bounds
 [25]

13/10
2006

Herriot-Watt University, Edinburgh
Martingale Properties of Good-Deal Price Bounds
 [24]

05/05
2006

HEC Montreal
Performance of Option Hedging Strategies
 [23]

24/01
2006

London School of Economics
Performance of Option Hedging Strategies
 [22]

29/09
2005

Courant Institute, New York University
On the Structure of General Mean-Variance Hedging Strategies
 [21]

28/09
2005

Columbia University, New York
On the Structure of General Mean-Variance Hedging Strategies
 [20]

16/09
2005

Ente Luigi Einaudi, Rome
Performance of Option Hedging Strategies
 [19] 15/09
2005
Summer School Bologna, Frontiers of Financial Mathematics
One-day workshop on the theory and applications of good-deal pricing
 [18] 19/04
2005
Developments in Quantitative Finance, Isaac Newton Institute, Cambridge
On the Structure of General Mean-Variance Hedging Strategies
 [17] 05/04
2005
Interface between Quantitative Finance and Insurance Workshop, Edinburgh
Performance of Option Hedging Strategies: The Tale of Two Trading Desks
 [16] 07/03
2005
Developments in Quantitative Finance, Isaac Newton Institute, Cambridge
Martingale properties of good-deal price bounds
 [15] 19/10
2004
Kings College London
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
 [14] 06/05
2004
Technische Universität München
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
 [13] 22/01
2004
Lancaster University Management School
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
 [12] 21/01
2004
ICSMA, University of Reading
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
 [11] 16/01
2004
Herriot-Watt University, Edinburgh
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
 [10] 03/12
2003
FORC, Warwick Business School
The Risk of Optimal, Continuously Rebalanced Hedging Strategies’
 [9] 09/10
2002
Statistics Department, University of Warwick
Derivatives without Differentiation
 [8] 23/05
2002
Workshop on Incomplete Markets, Carnegie Mellon University, Pittsburgh
Derivatives without Differentiation
 [7] 27/02
2002
FORC, Warwick Business School
Risk, Return and Portfolio Allocation under Alternative Pension Systems in Ageing Japan
 [6] 18/01
2002
Stockholm School of Economics
Generalized Sharpe Ratios
 [5] 16/05
2001
Economics Department, University of Freiburg
Currency Crises: Strategic Game Between Central Bank and Speculators
 [4] 27/2
2001
ESSEC, Paris
Generalized Sharpe Ratios
 [3] 22/11
2000
FORC, Warwick Business School
Mean-Variance Hedging with Transaction Costs
 [2] 12/06
2000
Mathematical Institute, Oxford
Generalized Sharpe Ratios
 [1] 07/04
1999
IMF, Washington D.C.
Currency Crises: Strategic Game Between Central Bank and Speculators
Refereed conferences
[16] 20/07
2018
10th World Congress of Bachelier Finance Society, Dublin
Optimal trade execution under endogenous pressure to liquidate
[15] 17/07
2018
10th World Congress of Bachelier Finance Society, Dublin
Convex duality and Orlicz spaces in expected utility maximization
[14] 04/06
2014
8th World Congress of Bachelier Finance Society, Brussels
Asymptotics of Quadratic Hedging in Lévy Models
[13] 26/08
2013
6th Summer School of Mathematical Finance, Vienna
Computation of Optimal Monotone Mean-Variance Portfolios
[12] 10/09
2012
Algoritmy 2012, Podbanske, Slovakia
Computation of Optimal Monotone Mean-Variance Portfolios
[11] 12/07
2010
AnStaP10, Conference in Honour of W. Schachermayer, Vienna
Admissible Strategies for Semimartingale Portfolio Optimization
[10] 24/06
2010
6th World Congress of Bachelier Finance Society, Toronto
Admissible Strategies for Semimartingale Portfolio Optimization
[9] 18/07
2008
5th World Congress of Bachelier Finance Society, London
Mean-Variance Hedging and Optimal Investment in Heston's Model
[8] 24/08
2007
EFA 2007 Meeting, Ljubljana
Optimal Hedging with Higher Moments
[7] 17/08
2006
4th World Congress of Bachelier Finance Society, Tokyo
Optimal Continuous-Time Hedging with Leptokurtic Returns
[6] 25/09
2004
ESF Exploratory Workshop, London Business School
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
[5] 22/07
2004
Third World Congress of Bachelier Finance Society, Chicago
The Risk of Optimal, Continuously Rebalanced Hedging Strategies
[4] 12/06
2002
Second World Congress of Bachelier Finance Society, Crete
Mean-Variance Hedging with Transaction Costs
[3] 25/03
2002
Royal Economic Society Annual Meeting
Generalized Sharpe Ratios
[2] 05/01
2001
American Finance Association Annual Meeting, New Orleans
Generalized Sharpe Ratios
[1] 02/07
2000
First World Congress of Bachelier Finance Society, Paris 
Theory of Good-Deal Pricing