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 Lévy Models 

[56]  14/01 2015 
Department of Mathematics, Imperial College London Asymptotics of Quadratic Hedging in Lévy Models 

[55]  13/10 2014 
Finance Workshop, Cass Business School Logoptimal portfolios 

[54]  25/09 2014 
LondonParis Bachelier Workshop, Paris GoodDeal 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 GoodDeal 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 MeanVariance Portfolios 

[49]  24/09 
CERGEEI, Charles University, Prague Optimal Hedging with Higher Moments 

[48]  05/09 
Department of Mathematics, ETH Zurich Optimal Hedging with Higher Moments 

[47]  29/05 
Department of Economics, University of Pisa Optimal Hedging with Higher Moments 

[46]  29/02 
Comenius University, Bratislava Optimal Hedging with Higher Moments 

[45]  18/05 
Henley Business School, Reading University Recent Advances in Quadratic Hedging 

[44]  04/05 
Nottingham University Business School Optimal Hedging with Higher Moments 

[43]  12/03 
Department of Mathematics, University of Murcia Admissible Strategies for Semimartingale Portfolio Optimization 

[42]  12/03 
Department of Mathematics, Comenius University Bratislava Admissible Strategies for Semimartingale Portfolio Optimization 

[41]  05/03 
NCRG, Aston University, Birmingham Performance Measurement and MeanVariance Hedging 

[40]  25/11 
Energy & Finance Seminar, Universität Duisburg Essen Performance Measurement and MeanVariance Hedging 

[39]  16/07 
Summer School Bologna, Frontiers of Financial Mathematics Performance Measurement, GoodDeal Bounds and MeanVariance Hedging 

[38]  18/06 
Oberseminar: Finanzmathematik und Numerik, CAU Kiel An Improved Convolution Algorithm for Discretely Sampled Asian Options 

[37]  28/01 
Department of Economics, City University London Optimal Hedging with Higher Moments 

[36]  14/01 
Department of Economics, University of Konstanz An Improved Convolution Algorithm for Discretely Sampled Asian Options 

[35]  26/11 
Department of Banking and Finance, University of Piraeus
Optimal Hedging with Higher Moments 

[34]  06/02 
Financial and Actuarial Mathematics Seminar, TU Vienna MeanVariance Hedging and Optimal Investment in Heston's Model 

[33]  16/11 
Workshop on Quantitative Finance, HSH Nordbank AG, Kiel Optimal Hedging of Barrier Options in an Exponential Lévy Model 

[32]  31/05 
Bradford University School of Management Introduction to FFT in Finance 

[31]  25/05 
Stanford
University MeanVariance Hedging and Optimal Investment in Heston's Model 

[30]  30/01 
EBRD HQ
London Risk, Return and Portfolio Allocation under Alternative Pension Systems in Ageing Japan 

[29]  05/01 
Charles
University, Prague On the Structure of General MeanVariance Hedging Strategies 

[28]  30/11 
LudwigMaximilansUniversität München Martingale Properties of GoodDeal Price Bounds 

[27]  08/11 
Faculty of Actuarial Science and Insurance, City University
London MeanVariance Hedging and Optimal Investment in Heston's Model 

[26]  27/10 
University
of Bath Martingale Properties of GoodDeal Price Bounds 

[25]  13/10 
HerriotWatt
University, Edinburgh Martingale Properties of GoodDeal Price Bounds 

[24]  05/05 
HEC Montreal Performance of Option Hedging Strategies 

[23]  24/01 
London School
of Economics Performance of Option Hedging Strategies 

[22]  29/09 
Courant
Institute, New York University On the Structure of General MeanVariance Hedging Strategies 

[21]  28/09 
Columbia
University, New York On the Structure of General MeanVariance Hedging Strategies 

[20]  16/09 
Ente Luigi
Einaudi, Rome Performance of Option Hedging Strategies 

[19]  15/09 2005 
Summer School
Bologna, Frontiers of Financial Mathematics Oneday workshop on the theory and applications of gooddeal pricing 

[18]  19/04 2005 
Developments
in Quantitative Finance, Isaac Newton Institute, Cambridge On the Structure of General MeanVariance 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 gooddeal 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 
HerriotWatt
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 MeanVariance 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 MeanVariance Portfolios 

[12]  10/09 2012 
Algoritmy 2012, Podbanske, Slovakia Computation of Optimal Monotone MeanVariance 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 MeanVariance 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 ContinuousTime 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 MeanVariance 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 GoodDeal Pricing 