Talks

**Bachelier Colloquium 2024**, Métabief (France), 15.-19.1.2024, Real analyticity in signature theory and mathematical finance.**RIMS Stochastic Analysis**, Kyoto (Japan), 6.-9.11.23, Ergodic robust maximization of asymptotic growth under stochastic factors.**Stochastics in Mathematical Finance and Physics**, Hammamet (Tunisia), 16.-20.10.23, Real Analyticity and Signature Transforms.**New Challenges in the Interplay between Finance and Insurance**, Oberwolfach (Germany), 1.-6.10.23, Ergodic robust maximization of asymptotic growth with stochastic factor processes.**One World Seminar Bachelier Finance Society**, online, 28.09.2023, Robust Optimal Growth from an analytical and learning perspective.**Stochastics around Finance**, Kanazawa (Japan), 28.-30.8.23, An Affine Perspective on Signature SDEs.**ICIAM**, Tokyo (Japan), 20.-25.8.23, A real analytic view on signatures.**7th International Conference Mathematics in Finance 2023**, Kruger Park (RSA), 24.-28.7.23, Ergodic robust optimal asymptotic growth under stochastic factors.**Oxford-ETH Workshop**, Oxford (UK), 26.-27.6.23, Invariant Theory on path space.**Ellis Theory Workshop**, Tuebingen (Germany), 20.-22.06.2023, Signature SDEs from an affine and polynomial perspective.**SIAM Conference on Financial Mathematics and Engineering (FM23)**, Philadelphia (USA), 6.-9.6.23, A Gaussian Process Point of View on Signature Kernels and Their Regularization Properties.**QFW 2023**, Gaeta (Italy), 20.-22.4.23, Ergodic robust maximization of asymptotic growth under stochastic volatility.**Workshop on New Trends in Machine Learning for Finance**, Imperial College London (UK), 30.03.2023, (Learning) Strategies for ergodic robust optimal asymptotic growth under stochastic volatility.**FPWZ Seminar**, Lindauer Huette (Austria), 27.2.-2.3.23, A functional analytic perspective on POMDP.**Bachelier Colloquium 2023**, Métabief (France), 16.-20.1.2023, Ergodic robust maximization of asymptotic growth under stochastic volatility.**ICSDS**, Florence, Italy, 13.-16.12.2022, Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs.**NTU College of Science Seminar**, Singapore, 17.11.2022, Robust Optimal Growth.**Seminaire Bachelier at Institut Henri Poincare**, Paris (France), 21.10.2022, Robust Optimal Growth.**Conference in Memory of Tomas Bjoerk at Swedish House of Finance**, Stockholm, 10.-11.10.2022, Geometry of Interest Rates.**Third Symposium on Machine Learning and Dynamical Systems at Fields Institute**, Toronto (Canada), 26.-30.9.2022, A Representation Theoretic View on Signature Transforms.**Stochastic Control and Quantitative Finance at Mount Scopus**, Jerusalem (Israel), 12.-14.9.2022, How to learn constraint dynamics: an example from volatility surface modeling.**Stochastic and Rough Analysis**, Berlin (Germany), 22.-26.8.2022, Optimal estimation of generic dynamics by path-dependent neural jump ODEs.**Meeting SMF AMS Grenoble**, Grenoble (France), 18.-22.7.2022, Optimal Stopping via randomized neural networks.**LMU Workshop (Prof. Lukas Gonon)**, Munich, 22.-23.6.2022, Randomized Signatures: properties, proofs and applications.**Seminar Alpen Adria Universitaet Klagenfurt**, Klagenfurt, 10.6.2022, Machine Learning in Finance via Randomization.**SIAM Annual Conference**, Pittsburgh (hybrid), 11.-15.6.2022, Randomized Signatures: properties, proofs and applications.**11th world congress of BFS**, Hongkong (online), 13.-17.6.2022, Geometry of Interest rates (in memory of Tomas Bjoerk).**Workshop in the interplay between Finance and Insurance Mathematics**, Lisbon, 23.-24.5.2022, Optimal Stopping via randomized neural networks.**Seminar RWTH Aachen**, Aachen (online), 9.5.2022, Machine Learning in Finance via Randomization.**Seminar Princeton University**, Princeton, 2.-8.5.2022, Machine Learning in Finance via Randomization.**Seminar U Verona (Prof Sara Svaluto-Ferro)**, Verona, 20.4.2022, Sig-SDEs.**QFW 2022**, Roma, 31.3-1.4.2022, Optimal Stopping via randomized neural networks.**MathFinance Digital Conference**, Frankfurt, 21.-22.3.2022, Model free Deep Hedging.**Winter School on Quantitative Finance**, Zurich (online), January 2022, Machine Learnign in Finance.**Workshop Mathematical Finance**, Florence, Italy, 27.-29.10.2021, Model free deep hedging.**Webinar Deep Learning in Finance**, 27.-29.9.2021, Deep Asset Liability Management.**Summer School in Risk Finance and Stochastics**, online, 6.-8.9.2021, Machine Learning in Finance.**COST conference**, online, 9.9.2021, Model free Deep Hedging.**10th General AMaMeF Conference**, online, 22.-25.6.2021, Representation of path functionals and non-parametric drift estimation.**Stochastic Analysis and Hermite Sobolev Spaces**, online, 21.-26.6.2021, Gaussian processes, Signatures and Kernelizations.**From Networks to Neural Networks in Finance**, online, 14.-18.6.2021, Provable Machine Learning Techniques in Finance.**SIAM Conference on Financial Mathematics and Engineering (FM21)**, online, 1.-4.6.2021, Deep Asset Liability Management.**Beyond the boundaries conference**, online, 4.-7.5.2021, Approximation of path space functionals with applications to Finance.**Black Sea School on new developments in mathematical finance**, online, 19.-24.4.2021, Provable Machine Learning Techniques in Finance.**MathFinance Digital Conference**, online, 15.-16.3.2021, Consistent Recalibration Models and Deep Calibration.**Quantitative Finance program Webinar**, online, 5.3.2021, Consistent Recalibration Models and Deep Calibration.**Pathwise Stochastic Analysis and Applications**, CIRM, online, 8.-12.3.2021, An elementary proof of the reconstruction theorem.**DataSig Seminar Series**, online, 25.2.2021, Discrete-time signatures and randomness in reservoir computing.**IRTG Colloquium**, (Berlin, Germany), online, 16.12.2020, Semi-martingale signatures.**New Directions in Rough Path Theory**, (Oberwolfach, Germany), online, 6.-12.12.2020, Randomized Signatures and Reservoir Computing.**Math-Finance seminar of Ritsumeikan University**, (Kyoto, Japan), online, 3.12.2020, Training algorithms and generalized Langevin dynamics.**Research in Options 2020**, (Rio, Brazil), online, 29.11.-2.12.2020, Semi-martingale Signatures.**Machine Learning of Dynamic Processes and Time Series Analysis**, (Pisa, Italy), online, 26.-27.11.2020, Randomized signatures and applications to learning of stochastic dynamics and portfolio selection.**Florida State University Mathematics Colloquium**, (Florida, USA), online, 20.11.2020, Random signature methods and portfolio selection.**Seminar talk (invited by Stéphane Crépey)**, (Paris, France), online, 19.11.2020, Semi-martingale Signatures.**Paris Bachelier Seminar**, (Paris, France), online, 13.11.2020, Deep Asset Liability management.**Seminar talk**, (Edinburgh, UK), online, 29.10.2020, Semi-martingale Signatures.**New Challenges in the Interplay between Finance and Insurance**, (Oberwolfach, Germany), online, 25.-31.10.2020, Randomized Signatures and portfolio selection.**ESI Vienna**, (Vienna, Austria), online, 5.-16.10.2020, Randomized Signature methods and Reservoir Computing.**Second Symposium on Machine Learning and Dynamical Systems (Fields Institute)**, (Toronto, Canada), online, 29.9.2020, Randomized Signature and Reservoir Computing with application to Finance.**13th European Summer School in Financial Mathematics**, Vienna (Austria), 31.8.-4.9.2020, Machine Learning in Finance.**RSS Applied Probability Section: Rough path theory in machine learning**, (London, UK), online, 26.8.2020, Randomized signature and reservoir computing.**Current Theme: Market Generation and Applications**, Alan Turing Institute, (London, UK), online, 6.6.2020, Deep calibration of LSV models.**Thalesian Seminar**, (New York, USA), online, 5.5.2020, Deep Hedging.**Mathematical Finance Seminar at King’s College**, London (UK), 6.2.2020, Randomness in training neural networks and applications to portfolio selection.**21st Workshop on Quantitative Finance QFW2020**, Napoli (Italy), 29.-31.1.2020, Learning dynamics through random dynamical systems.**14th Bachelier Colloquium 2020**, Métabief (France), 13.-18.1.2020, Machine Learning and Randomization.**QMF 2019**, Sydney (Australia), 16.-20.12.2019, Random Signature methods in Finance (invited plenary lecture).**Fachhochschule Kärnten**, Villach (Austria), 29.11.2019, Machine Learning in Finance.**Algebraic and Analytic Perspectives in the Theory of Rough Paths and Signatures**, Oslo (Norway), 14.-15.11.2019, Representing dynamics through random dynamical systems.**Advances in Stochastic Analysis for Handling Risks in Finance and Insurance**, Luminy (France), 21.-25.10.2019, Representation of dynamical systems via random dynamical systems.**ÖMG conference 2019**, Dornbirn (Austria), 16.-20.09.2019, Learning stochastic dynamics by random signatures with applications to mathematical Finance.**Vienna Congress on Mathematical Finance**, Vienna (Austria), 9.-13.9.2019, Representing dynamics through random dynamical systems (plenary lecture), The role of randomness in deep learning (workshop lecture).**The International Summer School in Mathematical Finance**, Moscow (Russia), 26.-30.08.2019, Machine Learning in Finance.**Workshop on dynamical systems and brain inspired information processing**, Konstanz (Germany), 29.-31.7.2019, Randomness in training algorithms.**ICIAM 2019**, Valencia (Spain), 15.-19.7.2019, Machine Learning of Dynamics in mathematical Finance.**Third International Congress on Actuarial Science and Quantitative Finance**, Manizales (Colombia), 19.-22.6.2019, Deep Simulation.**SIAM Conference on financial mathematics and engineering**, Toronto (Canada), 4.-7.6.2019, Reservoir Computing, Rough Paths and Learning of stochastic Dynamics in Finance.**ESI workshop on optimal transport**, Vienna (Austria), 17.-29.4.2019, Machine Learning in Finance.**SNS Pisa, seminar of quantitative finance**, Pisa (Italy), 4.-5.4.2019, Hörmander conditions, transport equations and supervised learning.**Bachelier Colloquium 2019**, Métabief (France), 7.-11.1.2019, Random projections of stochastic differential equations.**QMF 2018**, Sydney (Australia), 11.-14.12.2018, Local Stochastic Volatility models from several viewpoints (invited plenary lecture), Machine Learning in Mathematical Finance (pre-conference workshop).**Research in Options 2018**, Rio de Janeiro (Brazil), 26.-28.10.2018, Machine Learning in Mathematical Finance.**Research Unit - Rough paths, stochastic partial differential equations and related topics**, Berlin (Germany), 15.11.2018, Besov spaces in regularity structures.**Machine Learning in Mathematical Finance**, Budapest (Hungary), 19.10.2018, Machine Learning in Mathematical Finance.**Innovative Research in mathematical Finance**, Luminy (France), 3.-7.9.2018, Bayesian Finance.**Advanced Methods in mathematical Finance**, Angers (France), 28.-31.8.2018, Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case.**10th World Congress of the Bachelier Finance Society 2018**, Dublin (Ireland), 16.-20.7.2018, Affine Filtering.**Vienna International Summer School VISS 2018**, Vienna (Austria), 9.-13.7.2018, Machine Learning methods in Finance.**International Workshop on Applied Probability**, Budpest (Hungary), 18.-21.6.2018, Deep Hedging.**Mathematical and Computational Finance Seminar**, Oxford (UK), 14.6.2018, Machine Learning in Finance.**Workshop on Fractional Processes in Finance at l'X**, Paris (France), 11.6.2018, Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case.**Stochastic Analysis and its Applications**, Oaxaca (Mexico), 14.-18.5.2018, Reservoir Computing, Regularity Structures and learning of Dynamics in Finance.**XVIX Workshop on Quantitative Finance**, Rome (Italy), 24.-26.1.2017, Affine processes and non-linear (partial) differential equations.**Bachelier Colloquium 2018**, Métabief (France), 15.-20.1.2018, Affine Filtering.**Advances in Stochastic Analysis for Risk Modeling**, Luminy (France), 13.-17.11.2017, Machine Learning in Mathematical Finance.**Workshop on Dynamical Systems and Brain-inspired Information Processing October 5-6, 2017**, Konstanz (Germany), 5.-6.10.2017, Machine Learning in mathematical Finance.**Gran Sasso Workshop on mathematical Finance**, L'Aquila (Italy), 27.-29.09.2017, Machine Learning in mathematical Finance.**2nd International Conference on Computational Finance**, Lisbon (Portugal), 4.-8.9.2017, Rough volatility from an affine point of view.**Vienna Doctoral School Summer School**, Obergurgl (Austria), 2.-8.9.2017, Affine processes: theory, applications and new trends.**Mathematics in Finance**, Kruger Park (South Africa), 8.-12.8.2017, Bayesian Finance.**Thera Stochastics**, Santorini (Greece), 31.5.-2.6.2017, Bayesian Finance.**Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences**, Lausanne (Switzerland), 29.5.-2.6.2017, Bayesian Finance.**Innovations in Insurance, Risk- and Asset Management**, Munich (Germany), 5.-7.4.2017, Bayesian Finance.**Mathematics of Quantitative Finance**, Oberwolfach (Germany), 26.2.-4.3.2017, Rough Volatility from an affine point of view.**XVIII Workshop on Quantitative Finance**, Milano (Italy), 25.-27.1.2017, Bayesian Finance.**Bachelier Colloquium 2017**, Métabief (France), 16.-21.1.2017, Bayesian Finance.**Advances in financial mathematics**, Paris (France), 10.-13.1.2017, Affine processes and non-linear DEs.**Prague Workshop**, Prague (Czech Republic), 6.-7.1.2017, Bayesian Finance.**QMF 2016**, Sydney (Australia), 13.-16.12.2016, Non-linear PDEs and affine processes.**VCMF**, Vienna (Austria), 12.-14.9.2016, Non-linear ODEs and affine processes.**9th World Congress of the Bachelier Finance Society**, New York (USA), 15.-19.7.2016, A new perspective on the fundamental theorem of asset pricing for large financial markets.**5th Berlin Workshop on Mathematical Finance**, Berlin (Germany), 1.-4.6.2016, Non-linear PDEs and affine processes.**ISOR Colloquium**, Vienna (Austria), 9.5.2016, Non-linear PDEs and affine processes.**Rough paths, regularity structures and related topics**, Oberwolfach (Germany), 1.-7.5.2016, Rough term structures.**Lecture on regularity structures**, Vienna (Austria), March to May 2016.**London Mathematical Finance Seminar Series**, London (UK), 17.3.2016, Rough Term structures.**XVII Workshop on Quantitative Finance**, Pisa (Italy), 28.-29.1.2016, Parabolic free boundary price formation models under market size fluctuations.**Bachelier Colloquium 2016**, Métabief (France), 18.-22.1.2016, Surprising relations between Americans and Europeans.**Rough Paths Workshop Imperial College**, London (UK), 7.-9.1.2016, Rough Term structures.**Oberseminar Finanz- und Versicherungsmathematik LMU/TU Munich**, Munich (Germany), 7.-8.12.2015, Surprising relations between Americans and Europeans.**Seminar talk at Columbia University**, New York (USA), 2.-6.11.2015, Suprising relations between Americans and Europeans.**International Conference on Stochastic Analysis and Applications**, Hammamet (Tunisia), 19.-23.10.2015, Tractable American Option problems.**Mathematical Finance beyond Classical Models**, Zurich (Switzerland), 16.-18.9.2015, Tractable American Option Problems.**ICIAM 2015**, Beijing (China), 10.-14.8.2015, Modeling in Finance beyond classical paradigms, Organization of the minisymposium.**12th Summer School in Stochastic Finance**, Athens (Greece), 6.-10.7.2015, New computational methods for American Options.**Seminar talk in Paris 7**, Paris (France), 10.-12.6.2015, Stochastic integration and regularity structures.**Methods of Mathematical Finance**, Pittsburgh (USA), 1.-5.6.2015, A new perspective on the proof of the fundamental theorem of asset pricing.**Advanced Modelling in Mathematical Finance**, Kiel (Germany), 20.-22.5.2015, Bichteler-Dellacherie theorem under partial information.**ETH Imperial Workshop**, London (UK), 4.-6.3.2015, Rough Term structures.**XVI Workshop on Quantitative Finance**, Parma (Italy), 29.-30.1.2015, Discrete Time Term Structure Theory and Consistent Recalibration Model.**QMF 2014**, Sydney (Australia), 17.-20.12.2014, Consistent Recalibration models.**Forum des Laureats**, Paris (France), 11.12.2014, Geometry of term structure problems.**Journee des Primes**, Montpellier (France), 3.12.2014, Geometry of term structure problems.**Academie des Sciences**, Paris (France), 14.10.2014, Geometry of interest rates.**Belgrade University**, Belgrade (Serbia), 7.-10.10.2014, Geometry of interest rates (talk at economics department), Recent developments in the theory of affine processes (talk at mathematics department).**Stochastics of environmental and financial economics**, Oslo (Norway), 15.-19.9.2014, Consistent Recalibration models.**SAV 105. Mitgliederversammlung**, Davos (Switzerland), 5.9.2014, Consistent Recalibration for interest rate models.**Stochastic calculus, Martingales, and Financial modeling**, St Petersburg (Russia), 29.6.-6.7.2014, A convergence theorem in the Emery topology and another view on the Fundamental Theorem of Asset Pricing.**Bachelier Finance Society 8th World Congress 2014**, Brussels (Belgium), 2.-6.6.2014, When roll-overs do not qualify as numeraire: bond markets beyond short rate paradigms.**Mathematical Finance: Arbitrage and Portfolio Optimization**, Banff (Canada), 11.-16.5.2014, FTAP for large financial markets.**Stochastic Analysis in Finance and Insurance – Mathematisches Forschungsinstitut Oberwolfach**, Oberwolfach (Germany), 4.-10.5.2014, Term Structure Problems.**XV Workshop on Quantitative Finance**, Florence (Italy), 23.-24.1.2014, An L0-interpretation of BDG inequalities and a proof alternative for FTAP.**Bachelier Colloquium 2014**, Métabief (France), 12.-19.1.2014, An L0-interpretation of BDG inequalities and a proof alternative for FTAP.**Swiss-Kyoto-Symposium**, Zürich (Switzerland), 21.-22.11.2013, When roll-overs do not qualify as numéraire: bond markets beyond short rate paradigms.**Stochastic processes and their statistics in Finance**, Okinawa (Japan), 26.10.-1.11.2013, Bond markets beyond short rate paradigms.**18th ÖMG Congress and Annual DMV Meeting**, Innsbruck (Austria), 23.-27.9.2013, Stochastic Evolutions of Term structures.**Stochastic Methods in Finance and Physics**, Heraklion (Greece), 15.-19.7.2013, Term structure models in discrete time.**Workshop PDE and Mathematical Finance**, Stockholm (Sweden), 10.-14.6.2013, Stochastic Evolutions of Term structures.**Frontiers in Financial Mathematics 2013**, Dublin (Ireland), 4.-7.6.2013, Stochastic Evolutions of term structures of option prices.**Seminar Bonn University (Stefan Ankirchner)**, Bonn (Germany), 16.5.2013, Robust Calibration.**Mini Course at Chebyshev Lab**, St. Petersburg (Russia), 22.4.-25.4.2013, Term structure problems.**ETH Imperial Workshop (Rama Cont)**, London (UK), 6.-8.3.2013, Robust calibration.**Seminar Cambridge University**, Cambridge (UK), 4.-5.3.2013, Robust Calibration.**Bachelier Colloquium 2013**, Métabief (France), 13.-20.1.2013, Robust calibration of models in finance.**Vienna University (Christa Cuchiero)**, Vienna (Austria), 29.11.2012, Robust calibration.**Université de Franche-Comté (Juan-Pablo Ortega)**, Besançon (France), 22.11.2012, Robust calibration of models in finance.**Stochastic analysis with applications in biology, physics and finance, Festkolloquium in honour of Hans Föllmer**, Berlin (Germany), 16.-17.11.2012, Robust calibration of models in finance.**University of Ulm (Wolfgang Arendt)**, Ulm (Germany), 26.10.2012, Stochastic evolutions of volatility surface processes.**PRisMa 2012 Vienna University of Technology**, Vienna (Austria), 5.10.2012, Consistent Long-Term Interest Rate Prediction.**Workshop on Stochastics and PDE Methods in financial mathematics**, Yerivan (Armenia), 7.-12.9.2012, Stochastic evolutions of volatility surface processes.**Quantitative Methods in Finance Conference (QMF) 2012**, Cairns (Australia), 26.-30.6.2012, Stochastic evolutions of volatility surface processes.**Bachelier Finance Society 7th World Congress 2012**, Sydney (Australia), 19.-22.6.2012, Quick Calibration of generic models.**Augsburg University (Dirk Blömker)**, Augsburg (Germany), 12.6.2012, Stochastic evolutions of volatility surface processes.**Ecole Polytechnique Fédérale de Lausanne (Robert Dalang)**, Lausanne (Switzerland), 4.-8.6.2012, A functional analytic setting for cubature methods.**Stochastic Analysis and Applications**, University of Växjö (Sweden), 24.-25.5.2012, Robust Calibration and estimation of invariant parameters.**Universite d'Evry (Monique Jeanblanc)**, Evry (France), 3.5.2012, An SPDE-approach to peacocks.**Vienna University (Walter Schachermayer)**, Vienna (Austria), 30.4.2012, Some general ideas about small time asymptotics for affine processes.**Jahrestagung DAV**, Stuttgart (Germany), 27.4.2012, Consistent Long-Term Yield Curve Prediction.**EPSRC Symposium Workshop - Stochastic Analysis and Stochastic PDEs**, University of Warwick (UK), 16.-20.4.2012, Finite dimensional realization for the CNKK volatility surface model.**London School of Economics**, London (UK), 15.3.2012, Finite dimensional realizations for the CNKK volatility surface model.**The Mathematics and Statistics of Quantitative Risk Management – Mathematisches Forschungsinstitut Oberwolfach**, Oberwolfach (Germany), 29.1.-4.2.2012, Risk management and No Arbitrage.**11th Winterschool on mathematical Finance**, Lunteren (The Netherlands), 23.-25.1.2012, Finite dimensional Realizations for the CNKK volatility surface model.**Mathematik-Kolloquium Universität Innsbruck**, Innsbruck (Austria), 17.1.2012, A functional analytic setting for cubature methods.**Quantitative Methods in Finance Conference (QMF) 2011**, Sydney (Australia), 14.-17.12.2011, Finite dimensional Realizations for the CNKK volatility surface model.**Workshop**, Chemnitz (Germany), 24.-25.11.2011, Finite dimensional Realizations for the CNKK volatility surface model.**Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs**, Imperial College, London (UK), 27.-29.9.2011, Filtering of affine processes.**NIM 11 Workshop: Rough Paths and Numerical Integration Methods**, Philipps-University, Marburg (Germany), 21.-23.9.2011, A functional analytic setting for cubature methods.**OR2011 Zurich**, UZH, Zurich (Switzerland), 31.8.-2.9.2011, Filtering of affine processes.**Applied Dynamics and Geometric Mechanics – Mathematisches Forschungsinstitut Oberwolfach**, Oberwolfach (Germany), 14.-20.8.2011, Geometry of option price surface models.**MAN Institute Conference – LMS - EPSRC**, Oxford (UK), 18.-22.7.2011, Malliavin Calculus (**Analysis on Gaussian Spaces**,**Absolute continuity and regularity**,**The Hörmander Theorem**).**DYNSTOCH 2011: Statistical Methods For Dynamical Stochastic Models**, Heidelberg (Germany), 16.-18.6.2011, Finite dimensional realizations for the CNKK-volatility surface models.**7th Seminar on Stochastic Analysis, Random Fields and Applications**, Centro Stefano Franscini, Ascona (Switzerland), 23.-27.5.2011, Affine Processes: theory and applications.**Recent Developments in Mathematical Finance in honour of Tomas Björk's 64th birthday**, KTH Royal Institute of Technology, Stockholm (Sweden), 9.-10.5.2011, Recent progresses in the theory of affine processes.**Probability seminar NYU**, New York, 02.05.2011, Affine processes on positive-semidefinite matrices.**Colloquium Talk**, Rutgers University (New Jersey), 22.04.2011, Stochastically invariant manifolds for Jump diffusion on Hilbert space.**ORFE Colloquia**, Princeton University (New Jersey), 26.04.2011, Filtering of affine processes.**Minerva Foundation Lectures, Columbia University**, New York (USA), 19.-29.4.2011, Series of lectures on Affine Processes: Theory and Applications.**Swansea University (Prof. Niels Jacob)**, Swansea (UK), 24.-25.3.2011, Affine processes.**IMPACT-Workshop in honour of Peter Imkeller's 60th birthday**, Berlin (Germany), 24.-26.2.2011, Recent progresses in the theory of affine processes.**Stochastic Analysis in Finance and Insurance – Mathematisches Forschungsinstitut Oberwolfach**, Oberwolfach (Germany), 23.-28.1.2011, Covariance matrix valued affine processes: theory and applications.**MAN Institute**, Oxford (UK), 12.-21.1.2011, Affine processes.**Levy processes and their applications**, Zürich (Switzerland), 13.-14.12.2010, Affine processes – theory, applications and numerics.**SIAM conference on financial mathematics and engineering**, San Francisco (USA), 19.-20.11.2010, High Order Numerical Schemes for Affine Processes with Applications.**Talks in Financial and Insurance Mathematics**, Zürich (Switzerland), 30.09.2010, A semigroup point of view on cubature formulas for S(P)DEs with applications to interest rate theory.**Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs**, London (UK), 27.-29.09.2010, A semigroup point of view on cubature formulas for S(P)DEs with applications.**6th Bachelier Conference**, Toronto (Canada), 22.-26.06.2010, Risk management, Arbitrage and Scenario generation for interest rates.**MAN Institute Workshop on robust techniques**, Oxford (UK), 18.-19.03.2010, Discussion leader.**Bachelier Seminar**, Paris (France), 12.03.2010, Covariance matrix valued affine processes – structure and numerics.**Topics on Leading-edge Numerical Procedures and Models**, Tokyo (Japan), 16.-18.02.2010, Numerical Methods for Affine Processes Inspired by the Ninomiya-Victoir Scheme.**Workshop on Foundations of Mathematical Finance**, Toronto (Canada), 11.01.2010, Matrix-valued affine processes – theory and applications.**BG/BRG Lienz**, Lienz (Austria), 22.12.2009, Ein Streifzug durch die Geschichte der Finanzmathematik.**University of Vienna**, Vienna (Austria), 18.12.2009, A dynamic approach to scenario generation for risk management.**Probability Seminar ETHZ**, Zürich (Switzerland), 09.12.2009, (substitute for Martin Keller-Ressel), Affine processes.**Université de Strasbourg**, Strasbourg (France), 20.11.2009, Positive matrix-valued affine processes.**OeMG-DMV congress 2009**, Graz (Austria), 20.-25.09.2009, organisation of a session on actuarial mathematics and mathematical finance and a contributed talk on "A new approach to scenario generation for risk management".**Risk Day 2009**, Zürich (Switzerland), 11.09.2009, A new approach to scenario generation for risk management.**Conference on Stochastic Differential Equations, Stochastic Partial Differential Equations and Related Topics**, Manchester (UK), 24.-28.08.2009, Another approach to some classes of Rough and stochastic partial differential equations.**SPA 2009**, Berlin (Germany), 27.-31.07.2009, organisation of a contributed session on simulated annealing and an invited session talk on "Rough partial differential equations and applications".**Central European Seminar, Eduard Cech Center**, Mikulov (Czech Republic), 29.-30.05.2009, Rough partial differential equations and applications.**6th TU-Forum, TU Vienna**, Vienna (Austria), 19.05.2009, Wirtschafts- und Finanzkrise: Woher kommt sie? Wohin kann sie führen?**Heath Lectures In Probability and Mathematical Finance**, Pittsburgh (USA), 11.-16.05.2009, series of lectures, Introduction to Malliavin Calculus and its Applications.**Österreichische Gesellschaft für Operations Research, ISDS-Colloquium**, Vienna (Austria), 20.04.2009, A new approach to scenario generation in risk management.**Third Conference on Numerical Methods in Finance**, Marne-la-Vallée (France), 15.-17.04.2009, A new approach to SPDEs with applications to numerics in interest rate theory.**Workshop Finance and Insurance**, Jena (Germany), 16.-20.03.2009, A new approach for scenario generation in risk management.**Spring School Finance and Insurance – Stochastic Analysis and Practical Methods**, Jena (Germany), 08.-13.03.2009, invited lecture series (4 parts), A new approach to SPDEs with applications to mathematical Finance.**TU Vienna, Seminar Talk at START (together with Martin Keller-Ressel and Antonis Papapantoleon)**, Vienna (Austria), 29.01.2009, A new approach to LIBOR modeling.**Matheon Research Group-Workshop, TU Berlin**, Berlin (Germany), 05.-06.12.2008, The Brody-Hughston SPDE of interest rate theory.**Probability Seminar**, Lausanne (Switzerland), 28.11.2008, A new Approach to Stochastic Partial Differential Equations with Applications to Scenario Generation in Risk Management.**Special Semester on Stochastics with Emphasis on Finance – Workshop on Computational Methods with Applications in Finance, Insurance and the Life Sciences AND Stochastic Methods in Partial Differential Equations and Applications of Deterministic and Stochastic PDEs**, RICAM Linz (Austria), 19.-21.11.2008, Numerical methods for SPDEs with applications to the HJM equation.**ETH Zurich, Seminar talk**, Zürich (Switzerland), 07.11.2008, A new approach to stochastic partial differential equations with applications to mathematical finance.**Workshop on Optimal Transportation and Applications**, Pisa (Italy), 03.-06.11.2008, SPDEs taking values in Wasserstein space.**Mathematical Finance and Stochastic Analysis Seminars**, York (UK), 02.10.2008, invited lecture, A new approach to SPDEs without stochastic integration.**Stochastic Analysis Seminar**, Warwick (UK), 01.10.2008, Numerical methods for SPDEs with applications to the HJM equation.**University of Bonn (Prof. Karl-Theodor Sturm)**, Bonn (Germany), 19.09.2008, Numerical methods for SPDEs with applications to the HJM equation.**Workshop on Finance and related Mathematical and Statistical Issues**, Kyoto (Japan), 03.-06.09.2008, 2 lectures, Evaluation of the Heath-Jarrow-Morton equation by cubature methods for SPDEs, and: Natural OU-processes on Lie groups with applications to simulated annealing.**Summerschool 2008 – Stochastic Models of Complex Processes**, Disentis (Switzerland), 20.-25.07.2008, invited lecture, SPDEs-Stochastic Partial Differential Equations and Applications to Term Structure Problems in Mathematical Finance.**Fifth World Congress of the Bachelier Finance Society**, London (UK), 15.-19.07.2008, Talk in the recent results session about easy numerical schemes for the HJM equation.**TU Berlin (Prof. Peter Bank)**, Berlin (Germany), 09.-10.07.2008, Simulation of HJM models.**Thematic Day: New Perspectives on Malliavin Calculus**, Centre de Recerca Matematica, Barcelona (Spain), 24.-26.06.2008, A new approach to SPDEs with applications to financial mathematics.**University of Lisbon**, Lisbon (Portugal), 22.-24.06.2008, Natural OU-Processes.**Dublin City University**, Dublin (Ireland), 15.05.2008, Simulation of HJM models.**University of Vienna**, Vienna (Austria), 16.04.2008, Natural OU-processes on Lie groups with applications to simulated annealing algorithms in high dimensions.**Université de Franche-Comté Besançon (Prof. Juan-Pablo Ortega)**, Besançon (France), 10.-14.03.2008, Polynomial Processes.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 06.03.2008, How to calculate moments of affine processes easily.**University of Ljubljana (Prof. Matjaz Omladic)**, Ljubljana (Slovenia), 26.-27.02.2008, Natural OU-processes on Lie groups and applications to simulated annealing.**Cambridge University (Prof. Chris Rogers)**, Cambridge (UK), 11.-12.02.2008, Natural OU-processes on Lie groups and applications to simulated annealing.**Stochastic Analysis in Finance and Insurance**, Oberwolfach (Germany), 27.01-01.02.2008, How to calculate moments for affine processes in a very easy way?**TU Vienna, Seminar Talk at START**, Vienna (Austria), 29.11.2007, Cubature on Wiener Space in infinite dimensions.**Stochastic Partial Differential Equations (a program of the Mittag-Leffler Institute)**, Stockholm (Sweden), 18.-26.11.2007, Natural OU-processes on Lie groups with applications to simulated annealing.**Workshop "Stochastic Problems and Degenerate Elliptic Equations" at WPI**, Vienna (Austria), 12.-14.11.2007, Natural OU-processes on Lie groups with applications to simulated annealing.**Complex Stochastic Systems: Discrete vs. Continuous, HIM**, Bonn (Germany), 08.-12.10.2007, Natural OU-processes on Lie groups with applications to simulated annealing.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 04.10.2007, New Classes of OU-processes and applications to Optimization procedures.**Workshop "Optimal transportation structures, gradient flows and entropy methods for applied PDE's" at WPI**, Vienna (Austria), 26.09.2007, Stochastic Differential Equations with values in Wasserstein Spaces.**Stochastic Partial Differential Equations (a program of the Mittag-Leffler Institute)**, Stockholm (Sweden), 10.-14.09.2007, Hypo-ellipticity in infinite dimensions.**University of Uppsala (Prof. Johan Tysk)**, Uppsala (Sweden), 15.09.2007, Convexity in Interest Rate Theory – some conceptual considerations.**PDE and Finance**, Stockholm (Sweden), 20.-23.08.2007, Convexity Theorems in Interest Rate Theory.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 28.06.2007, An invitation to random Schrödinger operators V.**Stochastic Analysis and Related Fields**, Toulouse (France), 19.-21.06.2007, Hypo-ellipticity in infinite dimensions.**TU Graz (Prof. Wolfgang Woess)**, Graz (Austria), 15.06.2007, Recombination of Cubature Formulas.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 14.06.2007, An invitation to random Schrödinger operators III.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 31.05.2007, An invitation to random Schrödinger operators II.**WPI-Workshop on Optimal Transport (organized by Marco di Francesco)**, Vienna (Austria), 09.-11.05.2007, Stochastic gradient Flows (Mini-course on invariant measures for Hilbert-space-valued SDEs).**AMAMEF-Conference Bedlewo**, Bedlewo (Poland), 29.04.-05.05.2007, Convexity Propagation in Interest Rate Theory.**TU Vienna, Seminar Talk at START**, Vienna (Austria), 26.04.2007, A heat kernel approach to Interest Rate Models.**University of Bonn (Prof. Karl-Theodor Sturm)**, Bonn (Germany), 12.-13.04.2007, Hypo-ellipticity in infinite dimensions.**University of Ljubljana (Prof. Matjaz Omladic)**, Ljubljana (Slovenia), 19.-23.02.2007, Recombination of Cubature Methods.**TU München, Seminar**, München (Germany), 08.-09.02.2007, Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical Finance.**TU Graz**, Graz (Austria), 30.11.-02.12.2006, Weak and Strong Taylor Approximations for the Solution of Kolmogorov's Equation with Applications to Libor Market Models (joint work with Maria Siopacha).**Mathematisches Kolloquium of the University of Vienna**, Vienna (Austria), 08.11.2006, Characterization of optimal transport plans for the Monge-Kantorovich-Problem.**Mathematisches Kolloquium at the University of Freiburg**, Freiburg (Germany), 03.11.2006, Calculation of Greeks for Jump-Diffusion.**One-Day Workshop on Portfolio Risk Management**, Vienna University of Technology, Vienna (Austria), 26.09.2006, Flexibility of OU-Interest Rate Models (pdf-version of the slides).**International Conference on Mathematical Finance and Related Topics, University of Kanazawa**, Kanazawa (Japan), 21.-23.08.2006, How to make Cubature Formulas feasible?**Université de Bretagne Occidentale, Seminaire (Prof. Marc Quincampoix)**, Brest (France), 08.-18.07.2006, Existence Theorems for the Monge-Kantorovich-Problem.**AMAMEF Conference**, Side (Turkey), 26.-29.04.2006, How to make Cubature formulas feasible?**Department of Mathematics, Mathematical Finance**, ETH Zürich (Switzerland), 18.04.2006, Pricing and Hedging by Cubature Methods.**Workshop "Feynman-Kac Formulas and their Applications" at WPI**, organized by Dr. Joszef Lörinczi, Vienna (Austria), 24.03.2006, Feynman-Kac Formulas in infinite dimensions.**WWTF-Workhop on Credit Risk and Risk Transfer**, TU Vienna (Austria), 25.01.2006, Adaptive Recombination for Cubature Methods.**Seminar on Optimal Transportation (Prof. Peter Markovich, Prof. Walter Schachermayer)**, Research Group for Financial and Actuarial Mathematics, TU Vienna (Austria), 15.12.2005, Solution of a problem in Villani's book.**Workshop on Stochastic Analysis and Computational Finance, Institute for Mathematical Sciences Imperial College**, London (UK), 10.-12.11.2005, Adaptive Recombination of Cubature Methods.**16. Internationaler Kongress der Österreichischen Mathematischen Gesellschaft, Jahrestagung der Deutschen Mathematiker-Vereinigung**, Universität Klagenfurt, Klagenfurt (Austria), 18.-23.09.2005, Geometry of Interest Rates.**Workshop in PDE and Mathematical Finance**, Mittag-Leffler Institute – KTH, Stockholm (Sweden), 15.-19.08.2005, Calculation of Greeks by Cubature Formulas.**TU Berlin (Prof. Alexander Schied)**, Quantitative Finance Seminar, Berlin (Germany), 07.-08.06.2005, Calculation of Greeks by Cubature Formulas.**Scuola Normale Superiore, TMR Workshop**, Pisa (Italy), 23.-26.05.2005, Calculation of Greeks for Jump-Diffusions.**Developments in Quantitative Finance**, Isaac Newton Institute, Cambridge (UK), 19.05.2005, Cubature Formulas on Wiener Space.**University of Cambridge**, Cambridge (UK), 17.05.2005, Hypo-ellipticity in infinite dimensions with applications to interest rate theory.**RICAM**, Linz (Austria), 29.04.2005, 10.05.2005, 13.05.2005, Mini-Lecture on Malliavin Calculus.**Workshop Stochastic Analysis and Applications in Finance**, Leipzig (Germany), 20.-22.04.2005, Stochastic Analysis in infinite dimensions with Applications to Term Structure Models.**CREST (Prof. Nizar Touzi)**, Paris Malakoff (France), 29.11.-05.12.2004, Calculating the Greeks by Cubature Formulas (talk on 03.12.2004 in the**Seminaire Louis Bachelier**)**Austrian Working Group for Banking and Finance, 19. Workshop**, Vienna (Austria), 26.-27.11.2004, Flexible complete Models with stochastic volatility generalising Hobson-Rogers (the slides of the talk as pdf-file: pdf-version.)**Université Paul Sabatier Toulouse 3 (Prof. Fabrice Baudoin)**, Toulouse (France), 15.-17.11.2004, Calcuating the Greeks by Cubature Formulas.**Evolution Equations for Deterministic and Stochastic Systems, Research Training Network HPRN-CT-2002-00281**, Delft (Netherlands), 01.-05.06.2004, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.**Columbia University (Prof. Peter Bank)**, New York (USA), 19.02.2004, Flexible complete stochastic volatility models generalising Hobson-Rogers.**Courant Institute of Mathematics (Dr. Peter Friz)**, New York (USA), 20.02.2004, Canonical approximations of Brownian motion on nilpotent Lie groups.**Berlin Workshop on Mathematical Finance for Young Researchers**, Berlin (Germany), 08.-10.01.2004, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.**Mathematisches Kolloquium (Prof. Christoph Kühn)**, Frankfurt (Germany), 28.11.2003, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.**Herbstschule des Graduiertenkollegs**, Jena (Germany), 30.10.-03.11.2003, Interest Rate Theory (Lecture course).**EMS Mathematical Weekend**, Lisboa (Portugal), 12.-14.09.2003, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.**Blaise Pascal International Conference on Financial Modeling**, Paris (France), 01.-03.07.2003, On the Geometry of the Term Structure of Interest Rates.**Evolution Equations for Deterministic and Stochastic Systems, Research Training Network HPRN-CT-2002-00281**, Roscoff (France), 19.-23.05.2003, Interest Rate Theory (Lecture course).**University of Princeton, Operations Research and Financial Engineering (Prof. Damir Filipovic)**, Princeton (USA), 05.-11.05.2003, Hypo-ellipticity in infinite dimensions.**University of Zagreb, Department of mathematics (Prof. Zoran Vondracek)**, Zagreb (Croatia), 21.-26.04.2003, Hypo-ellipticity in infinite dimensions and an application to mathematical finance, Interest Rate Theory.**HYKE Conference (Prof. Norbert Mauser)**, Wien (Austria), 27.02.2003, PDEs in mathematical finance.**Seminaire Louis Bachelier**, IHP, Paris (France), 07.03.2003, Are finite dimensional realizations a good concept for solutions of stochastic PDEs?**Université d'Evry (Prof. Anton Thalmaier)**, Evry (France), 20.02.2003, Geometry of Interest Rates and Frobenius Theorems.**CREST (Prof. Nizar Touzi)**, Paris Malakoff (France), 16.02.-11.03.2003, Interest Rate Theory (DEA Lecture Course).**Université Paris 6 (Prof. Laurence Carassus)**, Paris (France), 01.-28.02.2003, Geometry of Stochastic Evolution Equations.**Humboldt Universität zu Berlin – Bereich Stochastik (Prof. Peter Bank)**, Berlin (Germany), 17.-22.12.2002, Geometry of Interest Rates.**Austrian Working Group on Banking and Finance**, Vienna (Austria), 29.-30.11.2002, Invariance problems for stochastic differential equations in infinite dimensions.**Institute of Mathematics, University of Vienna, Mathematisches Kolloquium (Prof. Harald Rindler)**, Vienna (Austria), 20.11.2002, Geometry of Interest Rates.**KTH Stockholm (Prof. Tomas Björk, Prof. Lars Svensson)**, Stockholm (Sweden), 23.-27.09.2002, Convenient Analysis and Frobenius Theorems (the slides of the talk as pdf-file: pdf-version), Geometry and Regularity of Finite Factor Models.**Satellite Conference of the ICM2002 on Stochastic Analysis**, Beijing (China), 29.08.-03.09.2002, Geometry and Regularity of finite factor models for the Term structure of Interest Rates.**2nd World Congress of the Bachelier Finance Society**, Crete (Greece), 12.-15.06.2002, On the Term Structure of Interest Rates.**Frankfurt MathFinance Workshop**, Frankfurt (Germany), 03.-05.04.2002, On finite dimensional Term structure models.**CEREMADE, Paris Dauphine (Prof. Ivar Ekeland, Prof. Elyes Jouini)**– Seminaire mathematiques de l'economie et de la finance, CREST – Paris I – Paris VII – Paris IX, Paris (France), 15.-22.03.2002, On the Term Structure of Interest Rates.**Theoretical Physics Section, KU Leuven (Michel Verschuere)**, Leuven (Belgium), 08.11.2001, Interest Rate Theory and Geometry.**Department of Mathematics, Mathematical Finance**, ETH Zürich (Switzerland), 11.10.2001, Existence of invariant manifolds for stochastic equations in infinite dimensions.**Institute of Mathematics, University of Vienna (Prof. Peter Michor)**, 09.10.2001, Smooth Perfectness through decomposition of diffeomorphisms into fiber preserving ones.**15. ÖMG-Kongress, Jahrestagung der Deutschen Mathematikervereinigung**, Vienna (Austria), 16.-22.09.2001, A Frobenius Theorem on convenient manifolds (Differential Geometry), Interest Rate Theory and Infinite dimensional Geometry (Financial Mathematics).**8th International Conference on Differential Geometry and its Applications**, Opava (Czech Republic), 27.-31.08.2001, A Frobenius Theorem on convenient manifolds.**AMS-SMF Congress**, Lyon (France), 17.-20.07.2001, Finite dimensional Realizations in HJM-framework.**Meeting on stochastic analysis**, Berlin (Germany), 02.-06.07.2001, HJM-theory – Classification of finite factor models.**Workshop on Mathematical Finance, Polish Academy of Sciences**, Bedlewo (Poland), 04.-09.06.2001, HJM-theory and finite dimensional realizations – the classification result**Warwick Symposium on Stochastic Partial Differential Equations and Related Topics – Infinite dimensional models in mathematical finance**, University of Warwick (UK), 22.-26.05.2001, Interest rate models and infinite dimensional geometry – the classification result.**Department of Mathematics and Statistics, Columbia University New York (Prof. Ioannis Karatzas)**, 04.05.2001, Finite Dimensional Realizations in HJM-theory.**Institute of Mathematics, University of Vienna (Prof. Peter Michor)**, 24.04.2001, HJM-theory and infinite dimensional geometry – the classification result.**Department of Algebra and Geometry, Masaryk University Brno (Prof. Jan Slovak)**, Brno (Czech Republic), 28.02.2001, HJM-theory and infinite dimensional geometry.**21st Winter school on Geometry and Physics**, Srni (Czech Republic), 13.-20.01.2001, HJM-theory and infinite dimensional geometry.**Institut für Finanzmathematik der Kepler Universität Linz (Prof. Gerhard Larcher)**, 18.12.2000, HJM-theory and infinite dimensional geometry.**Ecole d'été de Probabilités de Saint-Flour XXX**, St. Flour (France), 16.08.-02.09.2000, Regularity of Lie groups**Infinite dimensional Lie groups in Geometry and Representation theory**, Washington D.C. (USA), 2000 Howard Conference, 17.-21.08.2000, Regularity of Lie groups.**20th Winter school on Geometry and Physics**, Srni (Czech Republic), 17.-22.01.2000, Lipschitz-metrizable Lie groups.**Conference on Geometry and Topology of Manifolds**, Krynica Górska (Poland), 24.-29.04.1999, Lipschitz-metrizable Lie groups.**Mathematisches Kolloquium of the University of Vienna**, Vienna (Austria), 17.03.1999, Convenient Hille-Yosida-Theory.**19th Winter school on Geometry and Physics**, Srni (Czech Republic), 10.-17.01.1999, Convenient Hille-Yosida-Theory.