Presentations

Conferences/workshops/scientific events

Invited

  1. January 22-24, 2018. 17th Winter school in Mathematical Finance. Special invited lecture. Congrescentrum De Werelt. Lunteren, The Netherlands.
  2. September 22, 2017. Outreach presentation: Comites Oslo, Scienza Senza Confini (in Italian). 
  3. September 11-15, 2017. Summer School Summer School in Lingen, Universities of Essen, Dortmund, Bochum. PhD course on: Malliavin Calculus for Lévy processes and Time-Change.
  4. August 14-16, 2017. Second conference on ambit fields and related topics. Århus, Denmark
  5. June 19-23, 2017. In session Risk Measures, control, uncertainty. 8 AMaMeF conference, Amsterdam
  6. November 21-25, 2016. Special session in Mathematical Finance at SAMSA 2016. University of Pretoria, South Africa
  7. September 20-23, 2016. CSASC Barcelona. Special Section in Mathematical Finance.
  8. July 1-5, 2016. Conference on Dynamical Systems, Differential Equations and Applications. American Institute of Mathematical Sciences Conferences. Hyatt Regens Orlando, Florida USA. Special Section “SPDEs/SDEs and Stochastic Systems with Control/Optimization and Applications”. 
  9. April 17-20, 2016. Workshop Fractality and Fractionality. Lorentz Centre in Leiden, The Netherlands.
  10. March 16-20, 2016. Special session in Mathematical Finance at the 27th Nordic Congress of Mathematics. Mittag-Leffler Institute, Stockholm, Sweden
  11. November  23-27, 2015. Plenary. SAMSA 2015. Windoek, Namibia
  12. June 15-19, 2015. Probability, Statistics and their applications. Århus, Denmark
  13. November 24-28, 2014. Plenary. SAMSA 2014. Victoria Falls, Zimbabwe 
  14. June 30 - July 4, 2014. 11th Vilnius Conference on Probability Theory and Mathematical Statistics. Vilnius, Lithuania
  15. June 24-27, 2014. Statistics, Jump Processes and Malliavin Calculus: recent applications. Barcelona, Spain
  16. April 4, 2014. KPMG Mini-Workshop on Malliavin calculus and applicstions to finance, Munich, Germany
  17. November 25-29, 2013. Plenary. SAMSA2013, Stellenbosch, South Africa
  18. October 14-19, 2013. Conference on Stochastic Analysis and Applications. Hammamet, Tunisia
  19. August 13-16, 2013. Plenary. Building bridges: probability, statistics and applications. Braunschweig, Germany
  20. Jul 29 - Aug 1, 2013. The First Conference on SDEs and SPDEs. USTC Hefei, China
  21. June 6-7, 2013. Workshop in Financial and Actuarial Mathematics. Liverpool, UK
  22. June 10-15, 2013. Plenary. 6th AMaMeF Conference. Warsaw, Poland
  23. May 22-26, 2013. LSAA2013 Stochastic Analysis and Applications, Vaxjo, Sweden
  24. March 25-27, 2013. Ambit Stochastics and Applications, Imperial College London, UK
  25. November 26-29, 2012. Plenary. SAMSA2012, Lilongwe, Malawi
  26. November 12-14, 2012. Ambit School and Workshop, Ebeltoft, Denmark
  27. July 2-7, 2012. Plenary. Controlled Deterministic and Stochastic Systems. Iasi, Romania
  28. Nov 28 - Dec 2, 2011. Plenary. SAMSA2011, Livingstone, Zambia
  29. October 1-14, 2011. Plenary Conference on Stochastic Analysis and Applications. Hammamet, Tunisia
  30. September 12-14, 2011. Workshop on Ambit stochastics, Sanbjerg Estate, Søndeborg, Denmark
  31. May 23-27, 2011. Seventh Seminar on Stochastic Analysis, Random Fields and Applications. Ascona, Switzerland
  32. April 25-29, 2011. International Conference on Stochastic Partial Differential Equations and Related Topics. Chern Institute, Tianjin, China
  33. February 10-11, 2011. AFMathConf2011 Brussels, Belgium
  34. Nov 29 – Dec 3, 2010. Plenary. SAMSA2010 Gaborone, Botswana
  35. November 18-20, 2010. Workshop on Malliavin Calculus for Jump Processes. Marne-la-Vallée, France
  36. August 9-13, 2010. IMS 2010. Invited in the Special session: Portfolio optimization. Gothenburg, Sweden
  37. May 20-21, 2010. Workshop in Stochastic Analysis and Applications, Linnæus University, Sweden
  38. May 4-9, 2010. Plenary. 5th Conference of Advanced Mathematical Methods in Finance. Bled, Slovenia
  39. June 29-July 3, 2009. Plenary. Workshop on Stochastic Analysis and Finance. City University of Hong Kong, China
  40. March 16-20, 2009. Workshop: Finance and Insurance, Jena, Germany
  41. November 25-29, 2008. Plenary. SAMSA2008, Maputo, Mozambique
  42. May 5-10 2008. Plenary. AMaMeF 3rd conference, Pitesti, Romania
  43. November 26-30, 2007. Plenary. SAMSA2007,  Windhoek, Namibia
  44. November 19-23, 2007. SPDEs program - 2nd Workshop at Mittag-Leffler Institute. Stockholm, Sweeden
  45. November 5-9, 2007. Plenary. International Conference on Stochastic Analysis and Applications. Hammamet,Tunisia
  46. September 17-22, 2007. Plenary. Midterm AMaMeF Conference. Vienna, Austria
  47. August 13-17, 2007. Plenary. 5th Levy Process Conference. Copenhagen, Denmark
  48. April 30-May 5, 2007. Plenary. Conference Advances in Mathematics of Finance. Bedlewo, Poland
  49. April 11-13, 2007. Workshop in Integrated Risk Modeling. Tilburg, The Netherlands
  50. Jenuray 25-27, 2007. Plenary. Information in Pricing Models. Toulouse, France
  51. November 26-December 1, 2006. SAMSA Conference, Gaborone, Botswana
  52. April 26-29, 2006. General Conference in Advanced Mathematical Methods for Finance, Antalya, Turkey
  53. Nov 28-Dec 4, 2005. SAMSA Conference in Blantyre, Malawi
  54. November 3-5, 2005. NHH-Workshop in Mathematical Finance, Hardangesete, Norway
  55. September 12-17, 2005. Mathematical Analysis of Random Phenomena, Hammamet, Tunisia
  56. June 20-26, 2005. Modern Problems and New Trends in Probability Theory, Institute of the Academy of Sciences of Ukraine, Chernivtsi, Ukraine
  57. March 1-6, 2005. Analyse, Théorie des Probabilités et Mathématiques Finacières, Université de Yaoundé I, Cameroon
  58. October 27-30, 2004. Workshop on Advanced Mathematical Methods for Finance. Technische Universitaet Munich, Germany
  59. September 1-6, 2004. 6th PACOM Conference in Tunis, Tunisia
  60. April 28th, 2004. Plenary. Scientific Conference on Insurance and Finance in Dresden, Germany
  61. December 8-12, 2003. Symposium on the Mathematics of Finance. Livingstone, Zambia
  62. October 20-25, 2003. Colloque International de Mathematiques: Analyse et Probabilités. Hammamet, Tunisia
  63. September 15-16, 2003. Convegno Finale del Progetto Nazionale: Processi Stocastici e Applicazioni a Filtraggio, Controllo, Simulazione e Finanza Matematica, Bologna, Italy
  64. September 1-2, 2003. Kick-off Conference CMA, Oslo, Norway
  65. December 2001. 3rd Symposium in Mathematics of Finance and Industry, UB, Gaborone, Botswana


Contributed

  1. September 24-26, 2013. Innovations in Stochastic Analysis and Mathematical Finance, NHH Bergen, Norway
  2. Janurary 10-15, 2005. Poster presented at the 4th Symposium on Lévy Processes: Theory and Applications at the University of Manchester, Machester, UK
  3. December 1-4, 2004. SAMSA Conference in Polokwane, South Africa
  4. September 24, 2004. Discussant at the ESF Exploratory Workshop: Dynamic Portfolio Choice, Asset Pricing and Mathematical Finance. London Business School and CEPR. London, UK
  5. August 17, 2004. Workshop in New Techniques in Applied Stochastics in Helsinki, Finnland
  6. March 1-5, 2004. HyperFinance Workshop in Tsitsikamma, South Africa
  7. August 5-10, 2003. Arctic Workshop on Stochastic Analysis and Mathematical Finance, Tromsø, Norway
  8. June 16-21, 2003. International conference: Kolmogorov and contemporary mathematics, Moscow, Russia
  9. September 2002. Probability Workshop: Random Processes and Fields and Financial Applications, Bologna, Italy
  10. August 2002. Laugarvatn Workshop, Stochastic Analysis and its Applications, Laugarvatn, Iceland
  11. June 28, 2001. Midnight Sun Workshop in Stochastic Analysis and Mathematical Finance, Kautokeino, Norway


Invited lectures in Seminars cycles

  1. March 19, 2014. deFinetti Risk Seminars. Milano, Italy. Invitation by: E. Rosazza-Gianin
  2. September 2, 2013. BI Monday Lunch Seminars. BI Oslo, Norway. Invitation by: P. Ehling
  3. December 14, 2012. Bachelier Seminars. IHP Paris, France. Invitation by: J. Bion-Nadal
  4. June 8, 2012. Laboratoire Diodonné, Nice, France. Invitation by: Didier Clamond and Francois Delarue
  5. May 21, 2012. Department of Mathematics, Politecnico di Milano, Italy. Invitaiton by: Carlo Sgarra
  6. May 14, 2012. Department of Mathematics for Decisions, University of Florence. Invitation by: M.E. Mancino
  7. February 22, 2012. IMUB, University of Barcelona, Spain. Invitation by: J.M. Corcuera, M. Sanz-Sole', J. Vibes
  8. June 9th, 2011. Seminar at the London School of Economics, UK. Invitation by M. Zervos
  9. October 12, 2010. Politecnico of Milan, Italy. Invitation by C. Sgarra
  10. May 14, 2009. Bachelier Seminar, IHP Paris, France
  11. March 30, 2009. Stanford Universtiy, California. Invitation by G. Papanicolaou.
  12. September 252008. Politecnico of Milan, Italy. Invitation by C. Sgarra
  13. September 23, 2008. Dipartimento di Matematica per le Decisioni, University of Florence, Italy. Invitation by M. Mancino
  14. March 13, 2008. ETH Zurich, Swetzerland. Invitation by F. Delbaen
  15. October 5, 2006. Department of Applied Mathematics, University of Bonn, Germany. Invitation by S. Albeverio
  16. September 22, 2006. Department of Finance and Management Science at NHH, Bergen, Norway.
  17. September 11, 2006. Department of Mathematical Statistics of the Technical University of Munchen, Germany. Invitation by C. Klüppelberg
  18. June 6, 2006. Lunch seminar at NHH, Nowegian School of Economics and Business Administration, Bergen. Inivtation by K. Miltresen
  19. May 12, 2006. MathFi Project at the  Ecole des Ponts, Paris,France. Invitation by D. Lamberton and P. Tankov
  20. May 11, 2006. Laboratoire de Probabilités et Modèles Aléatoires  within the series "Probabilités numeriques et Finance", Université Paris VI1, Paris (France). Invitation by P. Tankov and H. Pham
  21. February 15, 2006. Felleskollokvium at the Department of Mathematics, University of Bergen
  22. December 9, 2005. Felleskollokvium at the Department of Mathematics, UiO
  23. October 19, 2005. Department of Mathematics, University of Barcelona, Spain. Invitation by M. Sanz-Solé
  24. February 3, 2005. Department of Mathematics, University of Bonn,Germany. Invitation by S. Albeverio
  25. November 24-27, 2004. University of Botswana, Gaborone. Invitation by E. Lungo
  26. November 15, 2004. University of Manchester, UK. Invitationby T. Zhang
  27. June 7, 2004. Department of Mathematics of the University of Pavia, Italy. Invitation by E. Regazzini
  28. April 26, 2004. Dept of Mathematical Statistics of the Technical University of Munchen, Germany. Invitation by C. Klüppelberg
  29. February 27, 2004.  AIMS (African Institute for Mathematical Sciences) Cape Town, South Africa. Invitation by E. Kopp
  30. January 15, 2004. Department of Mathematics, University of Bonn, Germany. Invitation by S. Albeverio
  31. November 26, 2003. Wednesday Seminars at Department of Applied Mathematics and Statistics, University of Copenhagen, Denmark. Invitation by M. Jacobsen
  32. September 17-18, 2003. IAC - CNR Roma (Italy). Invitation by B. Piccoli
  33. August 20, 2003. Centro de Ciências Matematicas, Universidade da Madeira, Portugal. Invitation by L. Streit
  34. May 8, 2003. Department of Mathematics, University of Bonn, Germany. Invitation by S. Albeverio
  35. November 18, 2002. Department of Mathematics, University of Bologna, Italy. Invitation by M. Campanino and F. Biagini
  36. October 29, 2001. Monday Seminar in Statistics, Department of Mathematics, Oslo (Norway). Invitation by N.L. Hjort
  37. April 11, 2001. Seminars in Mathematical Finance at Center of Advanced European Studies and Research (CAESAR), Bonn, Germany. Invitation by A. Kontratiev and A. May.
  38. December 20, 2000. Seminars in Probability at the Department of Mathematics, Central University of Barcelona, Spain. Invitation by D. Nualart
  39. November 6, 2000. Seminars in Stochastic Analysis at the Department of Mathematics, Oslo (Norway). Invitation by B. Øksendal


© GdN 2014