2017 |
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).
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2017 |
Recent Developments in Dependence Modeling with Applications in Finance and Insurance, Aegina, Value-at-Risk Bounds with Two-Sided Dependence Information (talk).
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2016 |
Model Uncertainty & Robust Finance, Milan, Value-at-Risk Bounds with Partial Dependence Information (talk).
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2016 |
Research Seminar: Berliner Kolloquium, Berlin, Value-at-Risk Bounds with Partial Dependence Information (talk).
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2016 |
Dependence Modelling in Finance, Insurance and Environmental Science, Munich, Value-at-Risk Bounds with Partial Dependence Information (talk).
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2016 |
German Probability and Statistics Days, Bochum, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).
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2016 |
Actuarial and Financial Mathematics Conference, Brussels, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).
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2016 |
Research Seminar: Stochastic Analysis and Stochastic Finance, Berlin, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).
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2015 |
Modeles Stochastiques en Finances Séminaire, CMAP, Ecole Polytechnique Paris, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk).
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2015 |
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).
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2015 |
Dependence and Risk Measures, Milan, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).
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2015 |
Stochastic Methods in Finance and Physics, Heraklion, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).
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2015 |
Advanced Modelling in Mathematical Finance, Kiel, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (poster).
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2015 | Research Seminar: Berliner Kolloquium, Berlin, Model Uncertainty, Fréchet Bounds and Applications in Option Pricing (talk). |