Applied Mathematician
I regularly give public talks, to both academics and practitioners.
2025
4th Workshop on Stochastic analysis and Optimization, Puerto Natales, Chile, December
65th ISI World Statistics Congress, The Hague, Netherlands, October
MathFinance Conference, Burg Reichenstein, Germany, September
Stochastic Numerics and Statistical Learning, KAUST, Saudi Arabia, May
Imperial-ETH-Hong Kong Workshop, Hong Kong, April
Topics in Stochastic Analysis and Applications, Scuola Normale Superiore, Pisa, May
Rough Analysis, Stochastic Dynamics and Related Fields, Berlin, April
IBM Quantum Computing Workshop, London, March
Winter School Math Finance (mini-course), Soesterberg, The Netherlands, January
2024
QuantMinds International, London, November
Stochastics and Finance Workshop, LMU Munich, November
Imperial Executive - Quantum For Business, London, October
G-Research Quant Seminar, London, September
8th Asian Quantitative Finance Conference, Taipei, Taiwan, August
Imperial-ETH-Hong Kong Workshop, London, June
Mini Course Quantum Computing for Finance, TU Berlin, June
Morgan Stanley Quant Seminar, London, May
Stochastic Numerics and Statistical Learning Workshop, KAUST, Saudi Arabia, May
Stochastic Dynamics and Stochastic Equations, Bernoulli Center, EPFL, Lausanne, March
Quantum for Quants, Abu Dhabi, January
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2023
Research in Options, Rio, December
Mini Course Quantum Computing for Finance, University of Vienna, December
Bank of America Quant Seminar (jointly with V. Raval), London, October
Imperial College Natural Sciences Showcase, London, September
Stochastics around Finance, Kanazawa, August
ICIAM conference, Tokyo, August
MATHRISK International Conference on Numerical Methods in Finance, Udine, June
SIAM Conference on Financial Mathematics and Engineering, Philadelphia, June
Rough Volatility Workshop, Isle of Skye, May
Quantitative Finance conference for Michael Dempster’s 85th birthday, Cambridge, April
New Trends in Machine Learning for Finance, Imperial, March
Bachelier Finance Society One World Seminar, January (online)
2022
NYC Quantum Summit, NYU, November
Quantum Finance, online, November
International Symposium on Dialogue for Global Innovation, London, October
Imperial College Quantum Tech Society, October
Stochastic Control and Quantitative Finance, Jerusalem, September
Friends of Imperial College, London, June
Bachelier Course (8-hour course on Quantum Computing in Finance), Paris, June
University of Padua (16-hour course on Rough volatility), Padua, April
MathFinance Conference, Frankfurt, March (online)
2021
Workshop on New Challenges in Quantitative Finance, Barcelona, Spain, July (online)
Quantum Latino Conference, June (online) [Link to the video]
SIAM Conference on Financial Mathematics and Engineering, June (online)
Mathematical Finance Seminar, Humboldt University, Berlin, May (online)
2nd Spring Colloquium on Probability and Finance, Padua, April (online)
MathFinance Conference, London, March (online)
Mathematics Colloquium, Florida State University, March (online)
Mini-course on volatility, University of Edinburgh, February (online)
Financial and Actuarial Mathematics seminar, UCLA, February (online)
2020
2019
Fractional Calculus in Finance Conference, Ecole Polytechnique Paris (online), December
Seminaire Bachelier, Paris, February
Recent advances in Financial Mathematics, Paris, January
Advances in Stochastic Analysis for Finance and Insurance, CIRM, Luminy, France, October
Vienna Congress on Mathematical Finance, Vienna, Austria, September
Fourth Conference on Ambit Fields and Related Topics, Sandbjerg Estate, Denmark, August
Imperial-CUHK Workshop on Quantitative Finance, Hong Kong , May
MathFinance Conference, Frankfurt, April
Mathematical Finance Seminar, Dublin City University, March
Workshop on Financial Risks and their management, Ryukoku University, Kyoto, February
Goldman Sachs internal seminar, London, January
2018
Computational Financial Econometric Conference, Pisa, Italy, December
quantPORT Asset Management internal seminar, London, November
International Workshop on Applied Probability, Budapest, June
Long-range fractional processes in finance, Ecole Polytechnique, Paris, June
Stochastic Analysis and its Applications, Oaxaca, Mexico, May
Risk and Stochastics Conference, LSE - Winton Capital, April
2nd workshop on stochastic analysis with applications, Universidad de Chile, Santiago, March
Mathematical Finance and Related Issues, Osaka University, Japan, March
Statistics and Probability Seminar Series</a>, Boston University, February
Mathematical Finance Seminar, NYU Tandon School of Engineering, February
2017
Credit Suisse First Boston Quantitative Finance Seminar, New-York City, December
Finance Seminar, Questrom School of Business, Boston University, November
Mathematical Finance Seminar, Johns Hopkins University, Baltimore, November
Probability and Computational Finance Seminar, Carnegie Mellon, Pittsburgh, November
Mathematical Finance Seminar, Columbia University, NYC, September
First Gran Sasso Workshop in Mathematical Finance, L'Aquila, Italy, September
Global Derivatives, Barcelona, May
Recent advances in Financial Mathematics, Paris, January
2016
Nomura Mathematical finance seminar, Oxford, November
SIAM Conference on Financial Mathematics, Austin, November
CFMAR seminar, UCSB, Santa Barbara, November
London Mathematical Finance Seminar Series, UCL, October
CSASC Meeting, Barcelona, Spain, September
9th Bachelier World Congress, New-York, USA, July
2nd International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June
Global Derivatives, Budapest, May
Probability & Statistics Seminar, Wayne State University, Detroit, USA, April
2015
Finance Research Seminar, Aarhus, Denmark, November
Workshop Mathematical Finance Beyond Classical Models, ETH Zurich, September
Workshop Current challenges in Financial Mathematics and Economics, LSE, London, August
Vienna Seminar in Mathematical Finance and Probability, Vienna, June
Financial and Insurance Mathematics, ETH Zürich, June
Stochastic Finance Seminar, Warwick University, June
Seminar on Math Finance, Numerical Probability and Statistics of Processes, LPMA, Paris, May
Global Derivatives, Amsterdam, May
University of Edinburgh, Edinburgh, May
CFMAR seminar, UCSB, Santa Barbara, April
Financial Mathematics Seminar, Princeton University, April