2021

  • 11th World Congress of the Bachelier Finance Society, Hong Kong, China (plenary speaker)
  • Workshop on Mathematical Advances in Mean Field Games, Institute for Mathematical and Statistical Innovation, Chicago
  • Conference on Schrödinger Problem and MF PDE Systems, CIRM, France
  • Workshop on Advances in Stochastic Analysis for Handling Risks in Finance and Insurance, CIRM, France
  • European Summer School in Financial Mathematics 14th edition, ICMS, Edinburgh (mini-course)
  • 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
  • Math Finance 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
  • 6th Berlin Workshop on Mathematical Finance for Young Researchers (keynote speaker) - postponed
  • 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
  • BANFF International Research Station Workshop on Stochastic Mass Transports, Canada - 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 (invited)

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