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
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