Talks at International Conferences and Seminars

Thera Stochastics - A Mathematics Conference in Honor of Ioannis Karatzas, Santorini, A Mass Transport Approach to Value-at-Risk Bounds with Partial Dependence Information (poster).

Recent Developments in Dependence Modeling with Applications in Finance and Insurance, Aegina, Value-at-Risk Bounds with Two-Sided Dependence Information (talk). 

Model Uncertainty & Robust Finance, Milan, Value-at-Risk Bounds with Partial Dependence Information (talk).

Research Seminar: Berliner Kolloquium, Berlin, Value-at-Risk Bounds with Partial Dependence Information (talk).

Dependence Modelling in Finance, Insurance and Environmental Science, Munich, Value-at-Risk Bounds with Partial Dependence Information (talk).

German Probability and Statistics Days, Bochum, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

Actuarial and Financial Mathematics Conference, Brussels, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

Research Seminar: Stochastic Analysis and Stochastic Finance, Berlin, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

Modeles Stochastiques en Finances Séminaire, CMAP, Ecole Polytechnique Paris, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).

Methods of Mathematical Finance: a conference in honor of Steve Shreve’s 65th birthday, Pittsburgh, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

Dependence and Risk Measures, Milan, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

Stochastic Methods in Finance and Physics, Heraklion, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).

Advanced Modelling in Mathematical Finance, Kiel, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).