Stochastic Control and Quantitative Finance conference, Hebrew University, Jerusalem
ETH Industry Day 2022
Research in Options: RiO 2022 conference, FGV, Rio de Janeiro, Brasil (plenary speaker)
SIAM Annual Meeting 2022, online
11th World Congress of the Bachelier Finance Society, Hong Kong - online (plenary speaker)
IMSI workshop on Machine Learning and Mean Field Games, Chicago
On the interplay between finance and insurance mathematics workshop, ISEG, Lisbon
Workshop on Stochastic Games and Martingale Optimal Transport, Univerity of Milan, Italy
Seminar at Statistics Seminar Series of Bocconi University, Milan, Italy
BANFF International Research Station Workshop on Stochastic Mass Transports
Conference on Stochastic control, Analysis and Applications, Hammamet
2021
TransCampus School on Optimal Transport, King’s College London and TU Dresden
Optimal Transport and Machine Learning online workshop at NeurIPS'21
Workshop on Mathematical Advances in Mean Field Games, Institute for Mathematical and Statistical Innovation, Chicago (organiser)
Financial Mathematics seminar, Princeton University, US
Fields Institute Quantitative Finance Seminar Series
World Online Seminars on Machine Learning in Finance
Conference on Schrödinger Problem and MF PDE Systems, CIRM, France
SIAG-FME virtual series seminar
Workshop on Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, France
European Summer School in Financial Mathematics 14th editio, ICMS, Edinburgh (mini-course)
Workshop on Mathematics and Computation of Financial Engineering, Ettore Majorana Centre, Erice, Sicily, Italy
Berlin Workshop on Mathematical Finance for Young Researchers
Paris Bachelier seminar, online
10th general AMaMeF conference, Padova (plenary speaker)
BANFF International Research Station Workshop on Entropic Regularization of Optimal Transport and Applications, Canada, online
BANFF International Research Station Workshop on Applications of Stochastic Control to Finance and Economics, Canada - postponed
Financial and Actuarial Mathematics Seminar Talk, UCLA, US
Paris LPSM seminar, online
Minisymposium on the Mathematics of Machine Learning in Finance, Joint Mathematics Meetings, Washington DC, online
2020
Data analysis and stochastic control: where do statistics and applied probability come together?, round table, Royal Statistical Society (panel member)
Research in Options: RiO 2020 conference (plenary speaker), online
Oberwolfach Workshop on New Challenges in the Interplay between Finance and Insurance, Germany, online
9th International Colloquium on BSDEs and Mean Field Systems, Annecy, France (plenary speaker) - postponed
11th World Congress of the Bachelier Finance Society, Hong Kong (plenary speaker) - postponed
BANFF International Research Station Workshop on Stochastic Analysis, Mathematical Finance, and Economics, Canada - cancelled
Workshop on Market Generator Models, The Alan Turing Institute, London, online
Online International Conference in Actuarial science, data science and finance (plenary speaker)
Broad Directions in Mathematical Finance, Rutgers University (plenary speaker) - cancelled
3rd Workshop on Stochastic analysis applied to economics, finance, energy and insurance, Puerto Natales, Chile - cancelled
Seminar, University Tor Vergata, Rome, Italy
Workshop Model Uncertainty and Risk Measures, Natixis, Paris
2019
Research in Options: RiO 2019 conference, IMPA, Rio de Janeiro, Brasil (plenary speaker)
Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, Luminy, France
Vienna Congress on Mathematical Finance 2019, WU Vienna (plenary speaker)
Financial Mathematics Seminar, IHP Paris
3rd International Congress on Actuarial Science and Quantitative Finance, Manizales, Colombia (invited session organizer)
Mean-field games, energy systems, and other applications workshop, ICMS, Edinburgh
2018
International Conference on Control, Games and Stochastic Analysis, Hammamet, Tunisia
Conference in honour of Yuri Kabanov, CIRM, Luminy, France
SAFIM 2018 Workshop on Stochastic Analysis, Financial and Insurance Mathematics, Accra, Ghana
9th International workshop on applied probability, Eörvös Loránd University, Budapest, Hungary
Mathematics and Economics: Trends and Explorations, a conference in honour of M. Soner, ETH Zurich, Switzerland (plenary speaker)
Annual Meeting of the Canadian Applied and Industrial Mathematics Society, University of Toronto, Canada (plenary speaker)
BIRS-CMO workshop on Stochastic Analysis and its Applications, Casa Matematica Oaxaca, Mexico
Seminar, University of Oxford, UK
Seminar, Carnegie Mellon University, Pittsburgh, US
2nd workshop on stochastic analysis applied to economics, finance and insurance, Universidad de Chile, Santiago, Chile
17th Winter school on Mathematical Finance (special invited lecture), Congrescentrum De Werelt, Lunteren, Netherlands
2017
Verona-Paris Stochastic Modeling conference, University of Verona, Italy
Seminar, Questrom School of Business, Boston University, US
Workshop on Advances in Stochastic Analysis for Risk Modeling, CIRM, Luminy, France
Mathematical Finance Seminar, University of Vienna, Austria
I Gran Sasso Workshop in Mathematical Finance, Gran Sasso Science Institute, L'Aquila, Italy
Stochastic control, ambiguity and games workshop and research week, University of Leeds, UK
Workshop on BSDEs and SPDEs, University of Edinburgh, UK
Workshop Robust Methods in Probability & Finance, ICERM, Brown University, Providence, RI, US
First Italian Meeting on Probability and Mathematical Statistics, Università and Politecnico di Torino, Italy
Convex Stochastic Optimization Workshop, King's College London, UK
Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas, Santorini, Greece (plenary speaker)
Workshop Young Researchers in Robust Mathematical Finance, ETH Zurich, Switzerland (keynote speaker)
BANFF International Research Station Workshop on Generated Jacobian Equations: from Geometric Optics to Economics, Canada
Financial Mathematics seminar, Princeton University, US
Pricing-Hedging Duality workshop, ETH Zurich, Switzerland
Oberwolfach Workshop on Mathematics of Quantitative Finance, Germany
Conference Advances in Financial Mathematics, Ecole Polytechnique, France
2016
Workshop on Quantitative Methods in Finance: Beyond the Classical Paradigm, Sydney University of Technology, Australia
SIAM Conference on Financial Mathematics and Engineering, Austin, TX (plenary speaker)
Mathematical Finance Colloquium, University of Southern California, US
Financial Mathematics and Actuarial Research Seminar, University of California Santa Barbara, US
Financial and Actuarial Mathematics Seminar, University of Michigan, US
Mathematical Finance Seminar, Columbia University, NY, US
Vienna Congress on Mathematical Finance, Vienna University of Technology, Austria
Workshop on Enlargements of Filtrations and Financial Applications, University of Zurich, Switzerland
BIRS-CMO workshop on Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, Casa Matematica Oaxaca, Mexico
Probability Seminar, Universities of Paris VI and Paris VII, France
Vienna WPI Workshop on Pathwise methods, Functional Calculus and applications in Mathematical Finance, Wolfgang Pauli Institute, Vienna, Austria
2015
International Conference on Stochastic Analysis and Applications, Hammamet, Tunisia
Workshop on Mathematical Finance beyond classical models, ETH Zurich, Switzerland
7th General AMaMeF and Swissquote Conference, EPFL Lausanne, Switzerland (plenary speaker)
8th International Congress on Industrial and Applied Mathematics, Beijing, China
Mathematics and Financial Economics Workshop, ZIF, University of Bielefeld, Germany
Workshop on Mathematical Finance, University of Milan, Italy
2014
Workshop on Stochastic and Quantitative Finance, Imperial College London, UK
Probability Seminar, University of Bath, UK
Workshop on Stochastic analysis for risk modeling, CIRM, Luminy, France
Paris Labex Louis Bachelier - SIAM-SMAI Conference on Financial Mathematics: Advanced Modeling and Numerical Methods, University Paris VII, Paris, France
BANFF International Research Station, Canada. Workshop on Mathematical Finance: Arbitrage and Portfolio Optimization, Canada
Probability, Stochastic Modelling and Financial Mathematics Seminar, University of Leeds, UK
Risk and Stochastics Conference 2014, LSE, London, UK
Berliner Kolloquium Wahrscheinlichkeitstheorie - Stochastische Analysis, WIAS Institute, Berlin, Germany
Stochastic Finance Seminar, University of Warwick, UK
2013
Workshop Stochastics and Real World Models 2013, University of Bielefeld, Germany
Stochastic Analysis and Stochastic Finance Seminar, Humboldt Universität zu Berlin, Germany
Habilitationsvortrag, University of Vienna, Austria
Mathematical Finance Seminar, University of Texas at Austin, TX, US
Probability Seminar, University of Strasbourg, France
2012
Mathematics Seminar, University of Erlangen, Germany
Mathematical Finance Seminar, University of Pisa, Italy
Operations Research and Financial Engineering Seminar, Princeton University, US
BANFF International Research Station Workshop on Optimal Transportation and Differential Geometry, Canada
Bachelier Seminar Paris, IHP Paris, France
Mathematical Finance Seminar, Université d’Evry Val Dessonne, France
Bachelier Colloquium on Stochastic Calculus and Finance, Metabief, France
2011
Mathematical Colloquium, University of Oldenburg, Germany
PRisMa 2011: One-Day Workshop on Portfolio Risk Management, Vienna University of Technology, Austria
Mathematical Finance Seminar, University of Vienna, Austria
Kolloquium Versicherungs- und Finanzmathematik, Leibniz Universität Hannover, Germany
De Finetti Seminar, University of Milano Bicocca, Italy
Mathematics Seminar, University of Pavia, Italy
2010
Mini-course on Risk Measures, University of Vienna, Austria
Bachelier Seminar Paris, IHP Paris, France
2009
PRisMa 2009: One-Day Workshop on Portfolio Risk Management, Vienna University of Technology, Austria
Oberseminar Finanz- und Versicherungsmathematik, Munich University of Technology, Germany
Berlin Seminar on Stochastic Analysis and Mathematical Finance, Humboldt Universität zu Berlin, Germany
2008
Mini-Workshop Mathematics of Solvency at the Mathematisches Forschungsinstitut Oberwolfach
2005
Mathematical Finance Seminar, Vienna University of Technology, Austria
Mathematical Finance Seminar, University of Perugia, Italy
2004
BANFF International Research Station Workshop on Semimartingale Theory and Practice in Finance, Canada