# Peter K Friz

# Seminar and conference activity from 2010 on: click here

## Selected talks, conferences and colloquium talks (until 2009)

Sep 2006 (Ecole Polytechnique, Paris): Rough Paths and Carnot-Caratheodory
Geometry

Sep 2006 (DMV 06, Bonn): Rough Paths and Carnot-Caratheodory Geometry

Oct 2006 (Quant Congress Europe, London): Implied Volatility at Extreme
Strikes

Apr 2007 (BMC 07, Swansea): Malliavin Calculus and Rough Paths

May 2007 (Newton Institute, Cambridge): Rough Paths and Oscillations

Jul 2007 (ICMS, Edinburgh): On the Black-Scholes implied volatility at
extreme strikes

May 2008 (TU Berlin): Properties of differential Equations driven by Gaussian
processes

Jul 2008 (5ECM): Partial differential equations driven by rough paths

Oct 2008 (Princeton conference on implied volatility): Implied Volatility Asymptotics

Jul 2009 (SPA): Invited session on Rough Paths (organizer)

Sep 2009 (OMEG-DMV 09, Graz): Numerics of stochastic differential equations

Jan 2010 (Newton Institute, Cambridge): Workshop on SPDEs (poster)

Feb 2010 (WIAS Days): From numerical aspects of stochastic financial models to the foundations of Ito calculus and back

Apr 2010 (Newton Institute, Cambridge): Workshop on Rough Paths, SPDEs and Related Topics (Organizer) (link)

Jun 2010 (Newton Institute, Cambridge): Workshop on SPDEs

July 2010 (Vienna): Schachermayer's Birthday Conference: TBA

Aug 2010 (ICM, India): TBA

Sep 2010 (SPA, Osaka): TBA

## Seminars (until 2009)

Sep 2005 (Princeton University): Pricing Volatility Derivatives as Inverse
Problem

Sep 2006 (Columbia University): Rough Paths and Stochastic Analysis

Jan 2007 (Oxford University): Differential Equations driven by Gaussian
Signals

Mar 2007 (Imperial College): The Black-Scholes Volatility and Related Topics

Sep 2007 (Mittag-Leffler Institute, Sweden): Malliavin Calculus and Rough
Paths

Feb 2008 (Cambridge): Partial Differential Equations Driven by Rough Paths

Mar 2008 (Courant Institute): Hoermander Theory and Rough Paths

Apr 2008 (University of Vienna): Volatility Asymptotics

May 2008 (Judge Business School): Implied volatility and Related Topics

May 2009 (TU Berlin): Topics on Rough Paths

Jan 2010 (Microsoft Cambridge): Stochastic Financial Models