Invited talks  
 [54] 25/09
2014
London-Paris Bachelier Workshop, Paris, Asymptotics of Quadratic Hedging in Lévy Models  
 [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, Christian-Albrechts Universität, Kiel, Computation of Optimal Monotone Mean-Variance Portfolios Via Truncated Quadratic Utility  
 [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

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 with Liquidity Effects  
 [38]

18/06
2009

Oberseminar: Finanzmathematik und Numerik, Christian-Albrechts-Universität Kiel, An Improved Convolution Algorithm for Discretely Sampled Asian Options  
 [37]

28/01
2009

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

14/01
2009

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

26/11
2008

University of Piraeus, Optimal Hedging with Higher Moments  
 [34]

06/02
2008

TU Vienna, Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation  
 [33]

16/11
2007

Workshop on Quantitative Finance, HSH Nordbank AG, Kiel, Optimal Hedging of Barrier Options in an Exponential Levy 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 with Correlation  
 [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

City University London, Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation  
 [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, Leader of 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
Workshop on the Interface between Quantitative Finance and Insurance, 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 and Its Efficient Evaluation via Fourier Transform
 
 [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, Center for Computational Finance, 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
University of Freiburg im Breisgau (Germany), 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  
[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 Via Truncated Quadratic Utility  
[12] 10/09
2012
Algoritmy 2012, Podbanske, High Tatras, Slovakia, Computation of Optimal Monotone Mean-Variance Portfolios Via Truncated Quadratic Utility  
[11] 12/07
2010
AnStaP10, Conference in Honour of W. Schachermayer, Vienna, Admissible Strategies for Semimartingale Portfolio Optimization  
[10] 24/06
2010
Sixth World Congress of Bachelier Finance Society, Toronto, Admissible Strategies for Semimartingale Portfolio Optimization  
[9] 18/07
2008
Fifth World Congress of Bachelier Finance Society, London, Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation  
[8] 24/08
2007
EFA 2007 Meeting, Ljubljana, Optimal Hedging with Higher Moments  
[7] 17/08
2006
Fourth World Congress of Bachelier Finance Society, Tokyo, Optimal Continuous-Time Hedging with Leptokurtic Returns  
[6] 25/09
2004
European Science Foundation Exploratory Workshop on Dynamic Portfolio Choice, Asset Pricing and Mathematical Finance, London Business School, The Risk of Optimal, Continuously Rebalanced Hedging Strategies and Its Efficient Evaluation via Fourier Transform
 
[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