| conferences (as plenary speaker or invited speaker) | 2023: - Research In Options 2023, IMPA, Rio de Janeiro, December 2023. - QuantMinds 2023, London, November 2023. - Workshop "Frontiers in Stochastic Modelling for Finance", Palermo, October 2023. - Workshop "Stochastics around Finance", Kanazawa, August 2023. - 10th International Congress on Industrial and Applied Mathematics (ICIAM 2023), Tokyo, August 2023. - 7th International Conference on Mathematics in Finance, Kruger National Park, South Africa, July 2023. - SIAM Conference on Financial Mathematics and Engineering, Philadelphia, June 2023. - Rough volatility workshop 2023, Isle of Skye, May 2023. - Quantitative Finance, conference in honor of Michael Demspter's 85th birthday, Cambridge, UK, April 2023. 2022: - Quant Minds 2022, Barcelona, November 2022. [Slides] - WBS, 18th Quantitative Finance Conference, Dubrovnik, October 2022. - Research In Options 2022, Fundação Getulio Vargas, Rio de Janeiro, August 2022. [Slides] - The 9th International Colloquium on BSDEs and Mean Field Systems (BSDE2022), Annecy, June 2022. 2021: - QuantMinds 2021, Barcelona, December 2021. - Research In Options 2021, IMPA, Rio de Janeiro, November 2021 (online). - WBS, 17th Quantitative Finance Conference, virtual, November 2021. - First Florence-Paris Workshop on Mathematical Finance Florence, October 2021. - 2021 SIAM Annual Meeting (AN21), virtual, July 2021. - Risk Global Quant Network Conference, virtual, July 2021. - SIAM Conference on Financial Mathematics and Engineering, virtual, June 2021. [Slides] 2020: - Research In Options 2020, IMPA, Rio de Janeiro, December 2020 (online). - WBS, 16th Quantitative Finance Conference, November 2020 (online). - QuantMinds 2020, November 2020 (online). - Risk Quant Summit USA 2020, New York, July 2020 (online). - 7th International Conference on Mathematics in Finance, Kruger National Park, South Africa, July 2020 (postponed). - 9th International Colloquium on Backward Stochastic Differential Equations and Mean Field Systems (BSDE2020), Annecy, June 2020 (postponed). - Workshop on Mathematical Finance and Related Issues, Osaka University, March 2020 (canceled). - Advances in Financial Mathematics, Ecole polytechnique-Ecole des ponts ParisTech-Université Paris VI-Société générale, Paris, January 2020. [Slides] 2019: - Research In Options 2019, IMPA, Rio de Janeiro, December 2019. - Vienna Congress on Mathematical Finance -- VCMF 2019, September 2019. - Risk Quant Summit USA 2019, New York, July 2019. - 3rd International Conference on Computational Finance, A Coruña, July 2019. - Third International Congress on Actuarial Science and Quantitative Finance, Manizales (Colombia), June 2019. - 9th General AMaMeF conference, Paris, June 2019. - Conference in honor of Nicole El Karoui's 75th birthday, Paris, May 2019. - QuantMinds 2019, Vienna, May 2019. [Slides Talk 1][Slides Talk 2] - Risk Quant Summit, London, March 2019. 2018: - Options: 45 Years after the publication of the Black-Scholes-Merton Model, The Hebrew University of Jerusalem, December 2018. - Research In Options 2018, IMPA, Rio de Janeiro, November 2018. - WBS, 14th Quantitative Finance Conference, Nice, September 2018. - Risk Quant Summit USA 2018, New York, July 2018. - QuantMinds 2018, Lisbon, May 2018. [Slides] - 1st Conference Football and Data, Ecole polytechnique, Paris, April 2018. - Workshop on Fairness in Sports, Ghent University, April 2018. 2017: - Research In Options 2017, IMPA, Rio de Janeiro, November 2017. - Global Derivatives USA 2017, Chicago, November 2017. - Jim Gatheral's 60th Birthday Conference, New York, October 2017. [Slides] - Global Derivatives 2017, Barcelona, May 2017. [Slides] - Mathematics of Quantitative Finance, Research Institute for Mathematics, Oberwolfach, February 2017. - Advances in Financial Mathematics, Ecole polytechnique-Ecole des ponts ParisTech-Université Paris VI-Société générale, Paris, January 2017. 2016: - Research In Options 2016 Conference, IMPA, Rio de Janeiro, November 2016. - SIAM Conference on Financial Mathematics and Engineering, Austin, November 2016. - 12th International Conference on Monte Carlo and quasi-Monte Carlo methods in Scientific Computing, Stanford University, August 2016. - International Conference on Monte Carlo techniques, Paris, July 2016. - Second International Congress on Actuarial Science and Quantitative Finance, Cartagena (Colombia), June 2016. - Global Derivatives 2016, Budapest, May 2016. - Workshop on Particle Methods for the Management of Risks, Paris, April 2016. 2015: - WBS, 11th Fixed Income Conference, Paris, October 2015. - IMS-FIPS 2015, Rutgers University, June 2015. - Global Derivatives 2015, Amsterdam, May 2015. - WBS, 2nd Fixed Income & Operational Risk Conference USA, New York, May 2015. 2014: - Research In Options 2014, IMPA, Rio de Janeiro, December 2014. - Global Derivatives USA 2014, Chicago, November 2014. - 5th International Conference on Mathematics in Finance, Kruger National Park, South Africa, August 2014. - Global Derivatives 2014, Amsterdam, May 2014. - New Trends in Computational Finance and Related Topics, Edinburgh, April 2014. - Advances in Financial Mathematics, Ecole polytechnique-Ecole des ponts ParisTech-Université Paris VI-Société générale, Paris, January 2014. 2013: - Research In Options 2013, IMPA, Rio de Janeiro, December 2013. - Global Derivatives 2013, Amsterdam, April 2013. 2012: - Research In Options 2012, IMPA, Rio de Janeiro, December 2012. - Global Derivatives USA 2012, Chicago, November 2012. - Global Derivatives 2012, Barcelona, April 2012. 2011: - Research In Options 2011, IMPA, Rio de Janeiro, November 2011. - Global Derivatives 2011, Paris, April 2011. - Modelling and Managing Financial Risks, Ecole polytechnique-Ecole des ponts ParisTech-Société générale, Paris, January 2011. 2006-2010: - Research In Options 2010, IMPA, Rio de Janeiro, November 2010. - Research In Options 2009, IMPA, Rio de Janeiro, November 2009. - Journées MAS, Université de Rennes, August 2008. - Kyoto University, Workshop on Mathematical Finance, August 2006. | |
| conferences (contributed talks) | - MathSport International 2023, Budapest, June 2023. - MathRisk Conference on Numerical Methods in Finance, Udine, June 2023. - Quantitative Finance Workshop 2023, Gaeta, April 2023. - 11th World Congress of the Bachelier Finance Society, online, June 2022. - EURO 2021 conference, Athens, July 2021. - 5th Eastern Conference on Football Economics / 7th Western Conference on Football and Finance, virtual, July 2021. - MathSport International 2021, online, June 2021. - MIT Sloan Sports Analytics 2021 conference, online, April 2021. Won 2nd Prize of the Research Paper Competition. [Slides] - 5th International Conference Sport Economics and Sport Management, Paris, May 2020. - MathSport International 2019, Athens, July 2019. - SIAM Conference on Financial Mathematics and Engineering, Toronto, June 2019. - 10th World Congress of the Bachelier Finance Society, Dublin, July 2018. [Slides] - MathSport International 2017, Università degli studi di Padova, June 2017. - 9th World Congress of the Bachelier Finance Society, New York, July 2016. - New England Symposium on Statistics in Sports 2015, Harvard University, September 2015. - MathSport International 2015, Loughborough University, June 2015. - 8th World Congress of the Bachelier Finance Society, Brussels, June 2014. - Conference on Quantitative and Statistical Finance, Université Paris Diderot, March 2012. - 31st Conference on Stochastic Processes and their Applications, Université Paris V, July 2006. - Journées de Statistique, EDF, Paris, May 2006. - Amamef International Conference on Numerical Methods in Finance, INRIA Rocquencourt, February 2006. - VII Workshop on Quantitative Finance, Università degli Studi, Perugia, January 2006. - UQuantitative Methods in Finance 2005, University of Technology, Sydney, December 2005. - Journées de probabilités, Institut Elie Cartan, Nancy, September 2005. | |
| minicourses and full-day workshops | - Research In Options 2023, Fundação Getulio Vargas, Rio de Janeiro, December 2023. - Research In Options 2022, Fundação Getulio Vargas, Rio de Janeiro, August 2022. - Global Quant Network (Risk.net), July 2021. - Vienna Congress on Mathematical Finance -- VCMF 2019, September 2019. - Third International Congress on Actuarial Science and Quantitative Finance, Manizales (Colombia), June 2019. - QuantMinds 2019, Vienna, May 2019. - TU Berlin, May 2019. - QuantMinds 2018, Lisbon, May 2018. - Research In Options 2017 Conference, IMPA, Rio de Janeiro, November 2017. - Global Derivatives 2017, Barcelona, May 2017. - University of California, Santa Barbara, Center for Financial Mathematics and Actuarial Sciences, October 2016. - Global Derivatives 2016, Budapest, May 2016. - Global Derivatives 2015, Amsterdam, May 2015. - Global Derivatives 2014, Amsterdam, May 2014. - Research In Options 2009, IMPA, Rio de Janeiro, November 2009. | |
| seminars | - Imperial College London, London Mathematical Finance Seminar, February 2024. - Bayes Business School, London, Financial Engineering Workshop, January 2024. - BNP Paribas, Paris, Seminar of the BNP Paribas chair "Futures of Quantitative Finance", June 2023. - Bank of America, New York, Invited seminar, April 2023. - Barclays Capital, New York, Invited seminar, March 2023. - Columbia University, New York, Columbia Mathematical Finance Seminar Series, March 2023. - Bloomberg, New York, Keynote speaker at BBQ (Bloomberg Quant Seminar), March 2023. - Imperial College London, Finance and Stochastics Seminar, March 2023. - BNP Paribas, Paris, Kickoff event of the BNP Paribas chair "Futures of Quantitative Finance", March 2023. - Capital Fund Management, Paris, EconoPhysiX seminar, February 2023. - Capital Fund Management, Paris, Seminar, January 2023. - University of Oxford, Statistics and Machine Learning in Finance Seminar Series, December 2022. - ETH Zurich, Talks in Financial and Insurance Mathematics, October 2022. - Ecole des Ponts ParisTech, Stochastic Methods in Finance seminar, October 2022. - Institut Henri Poincaré, Bachelier seminar, September 2022. - Columbia University, New York, Columbia Mathematical Finance Seminar Series, March 2022. - Florida State University, Financial Mathematics Seminar, February 2022. - Scuola Normale Superiore, Pisa Mathematical finance seminar, May 2021. [Slides] - University of California, Santa Barbara, Center for Financial Mathematics and Actuarial Sciences, seminar, May 2021. - University of California, Los Angeles, Department of Mathematics, math finance seminar, April 2021. - Citibank, New York, Citi Markets Quantitative Analysis Lecture Series, April 2021. - Université Paris 1 Panthéon-Sorbonne, Financial Modeling Seminar, March 2021. - Credit Suisse, New York, Quant Seminar, March 2021. - Columbia University, New York, Practitioners' Seminar of the Mathematics of Finance MA Program, March 2021. - New York University, Courant Institute of Mathematical Sciences, Mathematical Finance and Financial Data Science Seminar, January 2021. - Bloomberg, New York, Bloomberg Quant seminar, November 2020. - Bachelier Finance Society One World seminar series, July 2020. [Slides] - Bloomberg, New York, Bloomberg Quant seminar, February 2020 (plenary speaker). [Slides] - Universidade Federal Fluminense, Rio, Workshop on Data Science, Mathematical Modelling and Quantitative Finance, November 2019. - Bloomberg, New York, Bloomberg Quant seminar, November 2019. - Columbia University, New York, Practitioners' Seminar of the Mathematics of Finance MA Program, April 2019. - Bloomberg, New York, Bloomberg Quant seminar, January 2019. - Fundação Getúlio Vargas, Rio de Janeiro, Seminar of the Applied Mathematics Department, November 2018. - Columbia University, New York, Financial Engineering Practitioners Seminar, September 2018. - Capital Fund Management, Paris, Seminar, May 2018. - Institut Henri Poincaré, Paris, Bachelier Seminar, May 2018. - Johns Hopkins University, Baltimore, Financial Math Seminar, April 2018. - Imperial College London, Finance and Stochastics Seminar, March 2018. [Slides] - Oxford University, Mathematical and Computational Finance Seminar, October 2017. - Cass Business School, London, Financial Engineering Workshop, October 2017. - Princeton University, Financial Mathematics Seminar, September 2017. - Columbia University, New York, Columbia Mathematical Finance Seminar, March 2017. - Columbia University, New York, Practitioners' Seminar of the Mathematics of Finance MA Program, January 2017. - University of California, Santa Barbara, Center for Financial Mathematics and Actuarial Sciences, short course and seminar, October 2016. - NYU Tandon School of Engineering, New York, Finance and Risk Engineering Seminar series, September 2016. - Columbia University, New York, Practitioners' Seminar of the Mathematics of Finance MA Program, January 2016. - Bloomberg, New York, Bloomberg Quant seminar, June 2015 (plenary speaker). - Columbia University, New York, Columbia Mathematical Finance Seminar, February 2015. - Columbia University, New York, Practitioners' Seminar of the Mathematics of Finance MA Program, January 2015. - PUC, Rio de Janeiro, Seminar of the Electrical Engineering Department, December 2014. - Bloomberg, New York, Bloomberg Quant seminar, September 2014 (plenary speaker). - PUC, Rio de Janeiro, Seminar of the Electrical Engineering Department, December 2013. - KCG, New York, Quantitative Finance seminar, November 2013. - Rutgers University Quantitative Finance seminar, October 2013. - New York University IAQF-Thalesians Seminar, September 2013. - Morgan Stanley, New York, Global Modeler's meeting, July 2013. - Bloomberg, New York, Bloomberg Quant seminar, June 2013 (plenary speaker). - Fields Institute for Research in Mathematical Sciences, Toronto, Quantitative Finance seminar, February 2013. - Université de Marne-la-Vallée, Mathematics of Finance seminar, May 2012. - Université Paris Diderot, "Finance Mathématique, Probabilités Numériques et Statistique des Processus" seminar, October 2011. - Université de Marne-la-Vallée, Mathematics of Finance seminar, May 2011. - Université de Marne-la-Vallée, Mathematics of Finance seminar, January 2010. - Université Paris-Dauphine, Master pro seminar, November 2009. - Chaire X-Ponts-Societe Generale, September 2009. - Ecole des ponts ParisTech, seminar on Complex Systems, September 2009. - Ecole polytechnique, seminar of Stochastic Calculus and Finance, April 2008. - HSBC Capital Markets Research, Paris, November 2005. - Université Paris V, seminar of Probability Theory, Statistics and Biology, October 2005. - INRIA Sophia-Antipolis, OMEGA seminar, September 2005. - Institut Henri Poincaré, Bachelier seminar, June 2005. - Université Paris VI, seminar of Numerical Probability, Statistics of processes and Finance, April 2005. - Université de Marne-la-Vallée, Mathematics of Finance seminar, February 2005. - INRIA Rocquencourt, Mathematics of Finance seminar, November 2002. |