conferences (as plenary speaker or invited speaker)
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.
- 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.
- 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)
- 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 VII, 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
- 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
- Bloomberg, New York, Bloomberg Quant seminar, November 2020.
- Bachelier Finance Society One World seminar series, July 2020.
- New York University, Courant Institute of Mathematical Sciences, Mathematical Finance and Financial Data Science Seminar, April 2020 (postponed).
- 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 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.