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RECENT TALKS

Invited talks – conferences:
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  • Stochastic PDEs in Seoul 2024, Korean Institute of Advanced Study, August 12-16, 2024.

  • Minisymposium on Recent Advances in Market Microstructure, 12th Bachelier World Congress, Rio de Janeiro, July 8-12, 2024.

  • ETH – Hong Kong – Imperial Mathematical Finance Workshop, Imperial College London, June 17-21, 2024.  

  • Workshop on Market Microstructure, Imperial College London, April 9, 2024.  

  • Mini-workshop on Stochastic Dynamics and Stochastic Equations, EPFL Lausanne, March 25-27, 2024.

  • Stochastics Winterfest, Imperial College London, January 23, 2024.

  • SIAM Conference on Financial Mathematics and Engineering, Philadelphia, June 6-9, 2023. 

  • Volatility is rough, so now what? Isle of Skye, Scotland, May 22-26, 2023.

  • Conference in Mathematics of Random Systems,  ICMS Edinburgh, April 24-26, 2023. 

  • Mini-workshop on Market Impact, Capital Fund Management, Paris, April 19-20, 2023. 

  • London-Paris Bachelier Workshop in Financial Mathematics, Paris, September 15-16, 2022.

  • Stochastic Control and Quantitative Finance, Hebrew University of Jerusalem, September 12-14, 2022.

  • New Trends in Stochastic Control, Imperial College London, July 11-12, 2022. 

  • CNRS-Imperial Workshop on Stochastic Analysis, Imperial College London, July 7-8, 2022. 

  • LMS-Birmingham Workshop on Stochastics Partial Differential Equations, University of Birmingham, June 27-28, 2022. 

  • Workshop on Rough Volatility, Imperial College London, March 15-16, 2022.  

  • INFROMS Annual Meeting, Anaheim, California, USA, October 24-27, 2021.

  • Siam Conference on Financial Mathematics and Engineering, Philadelphia, June 1-4, 2021. 

  • London-Paris Bachelier Workshop in Financial Mathematics, Paris, March 11-12, 2021. 

  • The 3rd Haifa probability school, Technion, Israel, February 23-28, 2020.

  • The 12th Berlin-Oxford meeting, Mathematical Institute, Oxford, December 4-6, 2019.

  • Vienna Congress on Mathematical Finance, WU Vienna, Austria, September 9-11, 2019.

  • The 2nd Imperial - CUHK Workshop on Quantitative Finance, Hong Kong, May 20-21, 2019.

  • 9th International workshop on applied probability, Budapest, Hungary, June 18-21, 2018.  

  • 3rd Bar-Ilan conference on mathematical finance, Bar-Ilan University, Israel, May 30-31, 2018.

  • Imperial-ETH Workshop on Mathematical Finance 2018, ETH Zurich, April 4-6, 2018.

  • 5th CFM-Imperial Workshop on Market Microstructure, London, December 11-12, 2017.

  • Imperial-ETH Workshop on Mathematical Finance, Imperial College London, March, 27-29, 2017.

  • Mathematics of Quantitative Finance, Mathematisches Forschungsinstitut Oberwolfach, Germany, February 26 – March 4, 2017.

  • Finance & Stochastics Day, Imperial College London, October 13, 2016.

  • London-Paris Bachelier Workshop on Mathematical Finance, Féderation Bancaire Française, Paris, September 29-30, 2016.

  • Imperial-ETH Workshop on Mathematical Finance, ETH  Zurich, September 26-28, 2016.

  • The Canadian Mathematical Society Winter Meeting, Montreal, Canada, December 4-7, 2015.

  • The Third Asian Quantitative Finance Conference, Chinese University of Hong Kong, Hong Kong, July 6-8, 2015.

  • The Mathematics of High Frequency Financial Markets: Limit Order Books, Frictions, Optimal Execution and Program Trading, University of California, Los Angeles, USA, April 13 - 17, 2015. 

 

Invited talks - seminars:

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  • Thalesian Seminar hosted by G-Research, October 25, 2023. 

  • Financial and Insurance Mathematics Seminar, ETH Zurich, October 19, 2023. 

  • Stochastic Analysis Seminar, Imperial College London, October 17, 2023. 

  • Bachelier Seminar, Institut Henri Poincaré, Paris, September 29, 2023. 

  • Mathematical Finance Seminar, École Polytechnique, Paris, September 28, 2023. 

  • Financial Mathematics Seminar, TU Berlin, May 11, 2023.

  •  Stochastic Finance Seminar Series, University of Warwick, May 2, 2023. 

  • UCL Quant Society research panel, University College London, February 9, 2023.

  • Finance and Stochastics Seminar, Imperial College London, February 7, 2023.

  • London Mathematical Finance Seminar Series, London School of Economics, February 2, 2023. 

  • Financial and Actuarial Mathematics Seminar, University of California, Los Angeles, January 10, 2023. 

  • Control and Optimization Seminar, ​Imperial College London, November 9, 2022.

  • Ludwig Maximilian University of Munich, Seminar on finance and insurance mathematics, October 19, 2022. 

  • Oxford Stochastic Analysis and Mathematical Finance Seminar, October 10, 2022. 

  • London School of Economics, Joint Risk & Stochastics and Financial Mathematics Seminar, February 24, 2022. 

  • Humboldt-Universität zu Berlin, Mathematical Finance Seminar, November 11, 2021. 

  • University of Oxford, Mathematical and Computational Finance Internal Seminar, April 29, 2021.

  • Tufts Computational and Applied Math Seminar, Tufts University, December 14, 2020. 

  • Bristol Probability Seminar, University of Bristol, March 13, 2020. 

  • Finance & Modeling Seminar, Université Paris 1, Paris, February 12, 2020. 

  • TU Berlin, Rough paths and stochastic partial differential equations seminar, May 2, 2019.

  • Technion, Faculty of IE&M colloquium talk, Haifa, Israel, April 17, 2019.  

  • University of Oxford, Mathematical & Computational Finance Seminar, February 14, 2019.

  • Imperial College London, Stochastic Control Seminar, January 30, 2019.   

  • University of Cambridge, Archimedeans speaker event, November 2, 2018.

  • University of Bath, Probability Seminar, October 1, 2018. 

  • Imperial College London, Finance and Stochastics Seminar, March 21, 2018.   

  • UC Santa Barbara, Department of Statistics and Applied Probability, January 18, 2018. 

  • Carnegie Mellon University, Department of Mathematical Sciences, January 16, 2018.

  • École Nationale de la Statistique et de L'administration Économique, Paris, November 6, 2017.

  • University of Strathclyde, Glasgow, UK, October 18, 2017.

  • Oxford University, stochastic analysis seminar, UK, October 16, 2017.

  • Tel Aviv University, industrial engineering seminar, Tel Aviv, Israel, November 17, 2016.

  • Worcester Polytechnic Institute, stochastic analysis and financial mathematics seminar, Worcester, MA, USA, January 16, 2016.

  • Department of Mathematics seminar, University of Macau, Macau, November 3, 2014.

  • Post/Doctoral seminar in Mathematical Finance ETH Zurich, Switzerland May 6, 2014.

  • Research Seminar, Tel Aviv University - Faculty of engineering, Israel, November 19, 2013.

  • Probability seminar, University of Duisburg-Essen, Germany, September 18, 2013.

  • Research Seminar in Mathematical Econometrics, Stochastics and Finance, University of Mannheim, Germany, September 3, 2013.

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