conferences
- Research In Options 2017 Conference, IMPA, Rio de Janeiro, November 2017.
- Global Derivatives USA 2017, Chicago, November 2017.
- Jim Gatheral's 60th Birthday Conference, New York, October 2017.
- Università degli studi di Padova, MathSport International 2017, June 2017.
- Global Derivatives 2017, Barcelona, May 2017.
- Ecole polytechnique-Ecole des ponts ParisTech-Université Paris VI-Société générale, Paris, Advances in Financial Mathematics, January 2017.
- IMPA, Rio de Janeiro, Research In Options 2016 Conference, November 2016.
- SIAM Conference on Financial Mathematics and Engineering, Austin, November 2016.
- Stanford University, 12th International Conference on Monte Carlo and quasi-Monte Carlo methods in Scientific Computing, August 2016.
- 9th World Congress of the Bachelier Finance Society, New York, July 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.
- WBS, 11th Fixed Income Conference, Paris, October 2015.
- New England Symposium on Statistics in Sports 2015, Harvard University, September 2015.
- MathSport International 2015, Loughborough University, June 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.
- IMPA, Rio de Janeiro, Research In Options 2014 Conference, December 2014.
- Global Derivatives USA 2014, Chicago, November 2014.
- 5th International Conference on Mathematics in Finance, Kruger National Park, South Africa, August 2014.
- 8th World Congress of the Bachelier Finance Society, Brussels, June 2014.
- Global Derivatives 2014, Amsterdam, May 2014.
- New Trends in Computational Finance and Related Topics, Edinburgh April 2014.
- Ecole polytechnique-Ecole des ponts ParisTech-Université Paris VI-Société générale, Paris, Advances in Financial Mathematics, January 2014.
- IMPA, Rio de Janeiro, Research In Options 2013 Conference, December 2013.
- Global Derivatives 2013, Amsterdam, April 2013.
- IMPA, Rio de Janeiro, Research In Options 2012 Conference, December 2012.
- Global Derivatives USA 2012, Chicago, November 2012.
- Global Derivatives 2012, Barcelona, April 2012.
- Université Paris VII, Conference on Quantitative and Statistical Finance, March 2012.
- IMPA, Rio de Janeiro, Research In Options 2011 Conference, November 2011.
- Global Derivatives 2011, Paris, April 2011.
- Ecole polytechnique, Paris, Modelling and Managing Financial Risks Conference, January 2011.
- IMPA, Rio de Janeiro, Research In Options 2010 Conference, November 2010.
- IMPA, Rio de Janeiro, Research In Options 2009 Conference, November 2009.
- Université de Rennes, Journées MAS, August 2008.
- Kyoto University, Workshop on Mathematical Finance, August 2006.
- Université Paris V, 31st Conference on Stochastic Processes and their Applications, July 2006.
- EDF, Paris, Journées de Statistique, May 2006.
- INRIA Rocquencourt, Amamef International Conference on Numerical Methods in Finance, February 2006.
- Università degli Studi, Perugia, VII Workshop on Quantitative Finance, January 2006.
- University of Technology, Sydney, Quantitative Methods in Finance 2005 Conference, December 2005.
- Institut Elie Cartan, Nancy, Journées de probabilités, September 2005.

seminars
- 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.
- 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.
- 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.
- 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 VII, "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.