Talks

  • Attended the Mathematical Finance Workshop at CIRM , Luminy, October 21-25, 2019, France.
  • Invited Speaker at Mean Field Games and Related Topics -5 , Levico Terme, September 9-13, 2019, Italy.
  • Plenary Speaker at 9th General AMaMef (Advanced Mathematical Methods in Finance) Conference , Paris, France, June 11-14, 2019.
  • Plenary speaker at Conference on Stochastic Control and Games Under Ambiguity, Leeds University, UK, April 8-12, 2019.
  • Financial Mathematics and Stochastic Analysis Seminar, Humboldt University of Berlin, January 31, 2019.
  • Invited speaker at 10th Bachelier Congress , July 16-20, 2018 (member of the Scientific Committee of the Conference).
  • Plenary speaker at A Symposium on Optimal Stopping, in Memory of Larry Sheep , June 25-29, 2018.
  • Plenary speaker at METE: Mathematics and Economics, Trends and Explorations, June 4-8, 2018.
  • Invited talk in Advances in Stochastic Analysis for Risk Modeling, at CIRM, Luminy, Marseille, November 13-17, 2017.
  • Invited Minisymposium (organized by George Yin and Jiongmin Yong) speaker at the SIAM Control Conference on Control and its applications, Pittsburgh, July 10-12,2017.
  • Invited speaker at Robust Methods in Probability and Finance, ICERM, Brown University, June 19-23, 2017.
  • Colloquium at LUISS, Departimento Economia and Finanza, Rome, Italy, May 19, 2017.
  • de Finetti Risk Seminar , May 17, Milano, Italy.
  • Probability and Computational Finance Seminars, Carnegie Mellon, May 1, 2017.
  • Quantitative Finance Seminar, Fields Institute , University Toronto, April 26, 2017.
  • Special Invited Lecture at the 16th Winter school on Mathematical Finance, Netherlands, January 2017.
  • Invited mini-symposium speaker at SIAM Conference on Financial Mathematics and Engineering, November 17-19, 2016, Austin, TX.
  • Plenary speaker at the 9th World Congress of the Bachelier Finance Society, July 15-19, 2016.
  • HPV65 A Workshop Honoring Vince Poor, July 9, 2016.
  • Invited speaker at 2016 Risk and Stochastics Conference, London School of Economics, April 2016.
  • Invited speaker at 1st Eastern Conference on Mathematical Finance, Worcester, MA, March 2016.
  • Princeton, ORFE Colloquium, October 6, 2015.
  • Georgia Tech, ISyE Colloquium, September 16, 2015.
  • Invited speaker in the Stochastic Control Session at the AMS Sectional Meeting at Michigan State University in East Lansing, Michigan, 3,1415.
  • Invited speaker at the Paris-Southeast Asia Conference in Mathematical Finance, February 7-11, Siem Reap, Cambodia.
  • Plenary speaker at the NUS-University of Paris Diderot Workshop in Quantitative Finance, February 4-5, 2015, Singapore.
  • Boeing Distinguished Colloquium, University of Washington, Nov 20, 2014.
  • Mini symposium speaker at SIAM Meeting on Financial Math, Nov 13-15, 2014, Chicago. (Also a member of the organizing committee.)
  • Invited speaker at Trading and Portfolio Theory, November 11-12, 2014, University of Chicago.
  • Financial Mathematics Seminar, Princeton University, September 11, 2014.
  • New Directions in Financial Mathematics and Mathematical Economics, Banff, CA, July 6-11, 2014.
  • Plenary talk at Labex Louis Bachelier – SIAM-SMAI Conference on Financial Mathematics: Advanced Modeling and Numerical Methods, June 17-20, 2014, Paris.
  • Colloquium of ISFA (Institut de Science Financiere et d’Assurances), University of Lyon 1, June 4, 2014.
  • Financial Math Colloquium, Department of Mathematical Sciences, Dublin City University, May 28, 2014.
  • Stochastic Analysis in Finance and Insurance. Mathematisches Forschungsinstitut Oberwolfach, Germany, May 4-10, 2014.
  • Columbia Mathematical Finance Seminar, March 6, 2014.
  • Scoping Meeting on Mathematical and Physical Sciences of Modern Financial Markets: Computerised Trading at Low and High Frequency, Isaac Newton Institute, Cambridge, 19-21 November 2013.
  • Probability and Statistics seminar, Universite du Maine (Laboratoire Manceau de Mathematiques), October 8, 2013.
  • Financial Mathematics Seminar, University of Pittsburgh , Feb 11, 2013.
  • Mathematics Colloquium, WPI, December 7, 2012.
  • Statistics and Probability Seminar series, Boston University, December 6, 2012.
  • 2012 Algorithm Workshop (organized by NSF), November 26-29, 2012. in San Diego, CA.
  • Financial and Insurance Mathematics Seminar, Nov 6, 2012, ETH, Zurich.
  • Plenary speaker at the International Conference on Advanced Stochastic Optimization Problems organized by the Steklov Institute of Math, Moscow, September 24-28 (keynote speaker).
  • Math Finance Colloquium, USC, September 17, 2012.
  • Probability, Control and Finance: A Conference in Honor of the 60th Birthday of Ioannis Karatzas, June 4-8, 2012, NYC. (Plenary speaker.)
  • Mathematical Finance Seminar, University of Evry, Dept. of Math, May 31, 2012, France.
  • Financial Mathematics Seminar, ETH, Zurich, May 10, 2012.
  • Finance and Stochastics Seminar, Imperial College, Department of Mathematics, March 14, 2012.
  • Actuarial and Financial Mathematics Conference, Brussels, February 9-12, 2012. (Plenary speaker.)
  • Mathematics Colloquium, University of Minnesota, Dec 1, 2011.
  • Workshop on Liquidity Risk Modeling, organized by the University of Evry, Nov 18-19, 2011, Paris. (Plenary speaker.)
  • Mathematical Finance Seminar, University of Evry, Nov 17, 2011.
  • Mathematics Colloquium, University of Sydney, Nov 4th, 2011.
  • Mathematical Finance Colloquium, USC, Oct 17, 2011.
  • Mathematics Colloquium, Rutgers University, September 16, 2011.
  • Economics Colloquium, Rutgers University, September 15, 2011.
  • International Conference on Mathematical Finance and Economics, Istanbul, July 6-8 (Plenary speaker), 2011.
  • The 35th Conference on Stochastic Processes and their Applications, Oaxaca, Mexico, 19th-24th of June (Invited speaker), 2011.
  • 6th Symposium on BSDEs and Applications, University of Southern California (USC), June 8-10, 2011 (Invited Speaker).
  • Advances in Portfolio Theory and Investment Management, Oxford-Man Institute, University of Oxford, May 12, 13 and 14, 2011 (keynote speaker).
  • Risk & Stochastics Seminar, London School of Economics, May 11, 2011.
  • Bachelier Seminar, l’Institut Henri Poincare, Paris, France, May 6, 2011.
  • Mathematical Finance Seminar, Paris 6 and 7, France, May 5, 2011.
  • Mathematics Colloquium, Wayne State University, April 18, 2011.
  • Inaugural lecture for the Susan M. Smith Chair , University of Michigan, March 22, 2011.
  • Cornell ORIE Colloquium, January 25, 2011.
  • Mathematical Finance and Partial Differential Equations Conference 2010 at Rutgers University, December 10, 2010 (Invited Speaker).
  • Ohio State Math Colloquium, December 3, 2010.
  • SIAM Conference on Financial Mathematics and Engineering (FM10) November 19-20, 2010, San Francisco, plenary speaker and organizer of a session on optimal stopping.
  • Risk Seminar, Joint seminar of Columbia Statistics and CUNY Graduate Center Math. Nov 5, 2010.
  • Bachelier Finance Society World Congress, Fields Institute, Toronto, June 22-26, 2010 (Invited speaker in the Stochastic Control Theme).
  • IMA Workshop, New Mathematical Models in Economics and Finance, June 9-18.
  • 6th Conference in Actuarial Science & Finance on Samos, June 3-6, 2010 (Keynote speaker).
  • Financial Mathematics Seminar, University of Texas at Austin, April 23, 2010.
  • Western Michigan University, Mathematics Colloquium, March 18, 2010.
  • Montreal Seminar of Actuarial and Financial Mathematics, March 12, 2010.
  • Center for Research in Financial Mathematics and Statistics (seminar), UCSB, February 22, 2010.
  • Cornell University, Probability Seminar, October 19, 2009.
  • INFORMS Annual Meeting, Oct 11-14, 2009. (Invited to the Credit Portfolio Optimization, Finance and Stochastics Sessions.)
  • Rutgers University, Mathematical Finance and Probability Seminar, September 29, 2009.
  • Georgia State University, Department of Risk Management and Insurance, Quantitative Finance Seminar, August 28, 2009.
  • Stanford University, Department of Mathematics, Financial Mathematics Seminar, April 24, 2009.
  • Fields Institute Quantitative Finance Seminar Series, April 2, 2009 (colloquium speaker).
  • University of Southern California, Dept. of Mathematics, Mathematical Finance Colloquium. Feb 23, 2009.
  • Princeton University, Stochastic Analysis Seminar, 16th and 18th of February, 2009.
  • AMS Annual Meeting, Special Session on Financial Mathematics, Washington D.C., Jan. 7-8, 2009 (Co-organizer)
  • SIAM Conference on Financial Mathematics and Engineering, Rutgers, November 21-22, 2008 (invited speaker)
  • Probability Seminar, Columbia University, Department of Mathematics, November 14, 2008 (colloquium).
  • IFID/MITACS Conference on Financial Engineering for Actuarial Mathematics, Fields Institute, Toronto (November 9-10, 2008) (keynote speaker)
  • Istanbul Center for Mathematical Sciences, May 2008 (colloquium talk).
  • Workshop in Memory of Professor Hayri Korezlioglu, Ankara, Turkey, April 2008 (keynote speaker).
  • Daiwa Young Researchers’ Intenational Workshop, March 2008, Kyoto University, Japan (keynote speaker).
  • Stochastic Analysis in Finance and Insurance. Mathematisches Forschungsinstitut Oberwolfach, Germany, Jan 27-Feb 2, 2008.
  • Annual AMS Meeting, San Diego, January 2008 (invited speaker).
  • Fields Institute, Actuarial Science and Mathematical Finance Group Meeting, Toronto, November 2007 (colloquium talk).
  • Illinois Institute of Technology, Department of Mathematics, Chicago, November 2007 (colloquium talk).
  • Financial Mathematics Seminar, University of Texas at Austin, October 12, 2007 (colloquium talk).
  • The Fourth IASTED International Conference on Financial Engineering and Applications, Berkeley, September 24-26, 2007 (invited speaker).
  • The 32nd Conference on Stochastic Processes and their Applications, Urbana-Champaign, August 2007 (invited speaker).
  • Applied Mathematics Institute, Middle East Technical University, Ankara, Aug 2, 2007 (colloquium talk).
  • Joint Mathematics Colloquium of Bogazici University and Koc University, Istanbul, July 20, 2007.
  • INFORMS International, Puerto Rico, July 2007 (invited speaker).
  • Kent-Purdue Minisyposium on Financial Mathematics, April 27-28, 2007 (invited speaker).
  • Statistics Colloquium, University of Michigan, March 23, 2007.
  • Whitman School of Management, Syracuse University, Finance Colloquium, March 2, 2007 (colloquium talk).
  • Dept. of Mathematics, Mathematics Bowling Green State University, February 23, 2007 (colloquium talk).
  • University of Florida, Dept. of Industrial Engineering, February 9, 2007 (colloquium talk).
  • Probability Seminar, Mathematical Sciences, Carnegie Mellon University, January 15, 2007 (colloquium talk).
  • Annual AMS Meeting, January 5-8, 2007 (invited speaker).
  • Probability Seminar, Columbia University, Department of Mathematics, Dec. 15 2006 (colloquium talk).
  • Probability and Mathematical Finance Seminar, Carnegie Mellon University, Department of Mathematical Sciences, November 20, 2006 (colloquium talk).
  • Informs Annual Meeting, Pittsburgh, November 5-8, 2006 (invited speaker for the Financial Engineering Session).
  • SIAM Conference on Financial Mathematics and Engineering, July 9-12, Boston, (invited speaker).
  • 21st European Conference on Operations Research in Reykjavik, Iceland, July 2-5, (invited speaker).
  • Operations Management Colloquium, University of Michigan, Stephen M. Ross School of Business, March 3, 2006, (colloquium talk).
  • Industrial Engineering and Operations Research, University of California at Berkeley, Feb 24, 2006, (colloquium talk).
  • Industrial Engineering and Operations Research, Columbia University, Feb 22, 2006, (colloquium talk).
  • Statistics, University of California at Berkeley, February 7, 2006, (colloquium talk).
  • Mathematics, Illinois Institute of Technology, January 30, 2006, (colloquium talk).
  • Statistics and Operations Research, University of North Carolina at Chapel Hill, January 27, 2006, (colloquium talk).
  • Industrial Engineering, Industrial and Enterprise Systems Engineering, University of Illlinois at Urbana Champaign, January 23, 2006, (colloquium talk).
  • Applied Probability and Statistics, University of California at Santa Barbara, January 20, 2006, (colloquium talk).
  • Industrial Engineering Special Seminar, Purdue University, December 6, 2005, (colloquium talk).
  • Informs Annual Meeting, San Fransisco, November 13-16, 2005 (invited speaker for the Financial Engineering Session).
  • Financial/ Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, September 15, 2005.
  • CMS Summer Meeting, Waterloo, CA, June, 2005 (invited speaker to the Mathematics of Actuarial Finance session).
  • Stochastic Analysis Seminar, Princeton University, March 30, 2005.
  • Financial/ Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, February 17, 2005.
  • Financial/ Actuarial Mathematics Seminar, University of Michigan, Dept. of Mathematics, November 4, 2004.
  • Informs Annual Meeting, Denver, October 24-27, 2004 (invited speaker for the Financial Engineering Session).
  • Third World Congress of the Bachelier Finance Society, Chicago, July 21-24, 2004.
  • Industrial and Systems Engineering, University of Florida, Dept. of Industrial Engineering, February 12, 2004, (colloquium talk).
  • Mathematics, Florida State University, Dept. of Mathematics, Feb 02, 2004, (colloquium talk).
  • Fractional Brownian Days, Helsinki, Finland, September 26-27, 2003.
  • 29th Conference on Stochastic Processes and Their Applications, Angra dos Reis, Brazil, August 3 – 9, 2003.
  • Euro Informs Joint International Meeting, Istanbul,Turkey, July 6-10, 2003;
  • Eighth Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics, Vienna,May 14-16, 2003.