Carnegie Mellon University, November 2009
Brown University, November 2009
Columbia University, Risk Seminar, October 2009
CUNY, October 2009
Brigham Young University, March 2009
Charles University, Department of Probability and Statistics, Prague,
Stochastic Analysis V, January 2009
CUNY, November 2008
Rutgers University, November 2008
5th Bachelier World Congress, London, July 2008
International Workshop on Applied Probability, Université de
Technologie de Compiègne, France, July 2008
CERGE, Prague, Czech Republic, March 2008
University of California, Santa Barbara, Department of Statistics and
Applied Probability, January 2008
Charles University, Department of Probability and Statistics, Prague,
Stochastic Analysis IV, January 2008
Harvard University, 2007 New England Symposium on Statistics in Sports,
September 2007
University of Waterloo, Computational Methods in Finance, Canada, July
2007
Harvard Statistics Summer Retreat, Modern Perspectives on Quantitative
Financial Modeling, June 2007
Citigroup NY Fixed Income Seminar, New York, May 2007
World Congress on Computational Finance, London, March 2007
Charles University, Department of Probability and Statistics, Prague,
Stochastic Analysis III, January 2007
Columbia University, Department of Industrial and Operations
Engineering, December 2006
University of Chicago, Department of Statistics, December 2006
Risk USA, New York, November 2006
Stanford University, Department of Statistics, September 2006
Princeton University, Operations Research and Financial Engineering,
September 2006
Prague Stochastics 2006, August 2006
Kanazawa Conference on Mathematical Finance, Japan, August 2006
4th Bachelier World Congress, Tokyo, Japan, August 2006
Tsukuba University, Graduate School of Systems Management, Japan,
August 2006
Kyoto University, Kyoto Institute of Economic Research, Japan, August
2006
Kyungpook National University, School of Economics and Trade, South
Korea, July 2006
Humboldt University, Institute for Statistics and Econometrics, Berlin,
Germany, July 2006
SIAM Conference in Financial Mathematics, Boston, July 2006
Prague School of Economics, Department of Statistics, Czech Republic,
May 2006,
LMU Muenchen, Finance and Insurance Seminar, Germany, May 2006
Lehigh University, Department of Mathematics, April 2006
Frankfurt MathFinance Workshop, Germany, March 2006
Standard and Poor's, New York, February 2006
Cornell University, Operations Research and Information Engineering,
February 2006
Charles University, Department of Probability and Statistics, Prague,
Stochastic Analysis II, January 2006
Quantitative Methods in Finance, Sydney, Australia, December 2005
Columbia University, Department of Statistics, October 2005
North Carolina State University, Department of Mathematics, October 2005
University of Wisconsin, Milwaukee, Conference on Stochastic Control
and Numerics, September 2005
University of Witwatersrand, School of Computational and Applied
Mathematics, Johannesburg, South Africa, August 2005
University of California, Santa Barbara, Conference on Stochastic
Processes and Applications, June 2005
King's College, London, Financial Mathematics Group, United Kingdom,
June 2005
University of Cambridge, Isaac Newton Institute, United Kingdom, June
2005
Imperial College, Tanaka Business School, United Kingdom, May 2005
CERGE, Prague, Czech Republic, March 2005
Charles University, Department of Probability and Statistics, Prague,
Stochastic Analysis I, January 2005
3rd Bachelier World Financial Congress, Chicago, July 2004
Boston University, Department of Mathematics, April 2004
Academia Sinica, Institute of Statistical Science, Taiwan, August 2003
University of Texas, Department of Mathematics, Department of
Information, Risk and Operations Management, Austin, April 2003
Academia Sinica, Institute of Statistical Science, Taiwan, March 2003
Osaka University, Graduate School of Engineering Science, Osaka, Japan,
March 2003
6th Columbia JAFEE conference, Tokyo, Japan, March 2003
2002 AMS Southeastern sectional meeting, Orlando, November 2002
Risk Math Week, New York, November 2002
24th meeting of European Statisticians, Prague, August 2002
University of Bath, Department of Mathematical Sciences, August 2002
Oxford Universtity, Mathematical and Computational Finance Group,
United Kingdom, August 2002
Academia Sinica, Institute of Statistical Science, Taiwan, July 2002
Bachelier World Financial Congress, Crete, June 2002
Lehigh University, Department of Mathematics, April 2002
5th Columbia JAFEE conference, New York, April 2002
Frankfurt Math Finance Colloquium, Frankfurt, March 2002
Risk Math Week, New York, November 2001
Hosei University, Tokyo, Japan, July 2001
JAFEE conference, Tokyo, Japan, July 2001
Columbia University, Department of Statistics, New York, February 2001
North Carolina State University, Department of Mathematics, Raleigh,
February 2001
Univeristy of Michigan, Department of Mathematics, Ann Arbor, February
2001
Risk Management in Finance, Carnegie Mellon University, Pittsburgh,
August 2000
Bachelier World Financial Congress, Paris, July 2000
Georgia Institute of Technology, School of Industrial and Systems
Engineering, Atlanta, March 2000
Univeristy of Michigan, Industrial and Operations Engineering, Ann
Arbor, February 2000
Charles University, Department of Probability and Statistics, Prague,
December 1999
AMS annual meeting, University of Texas, Austin, October 1999