Last updated: August 30, 2004
 
 
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Recent seminar presentations
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Juan-les-Pins, France, June 2004
Global Derivatives and Risk Management, Madrid, Spain, May 2004
Leading Lights Monte Carlo Course, London and New York, March 2004
University of Connecticut, Department of Statistics, September 10, 2003
Conference on Monte Carlo and Numerical Methods in Finance, CIRANO, Montreal, April 4, 2003
Global Derivatives and Risk Management, Barcelona, Spain, May 2002
SIAM Optimization Conference, Toronto, Canada, May 2002
University of Texas at Austin, McCombs School of Business, February 2002
University of Toronto, Rotman School of Management, January 2002
Ri$k Management 2001, Geneva, Switzerland, December 2001
Northwestern University, Evanston, Illinois, October 2001
Investment Management Consultants Association, Dallas, Texas, October 2001
Taipei International Quantitative Finance Conference, Taipei, Taiwan, July 2001
Global Derivatives and Risk Management, Juan-les-Pins, South of France, May 2001
 
Recent conferences organized
IASTED International Conference on Financial Engineering and Applications, November 2004, MIT, Boston (program committee)
Computational Management Science Conference, April 2004, Neuchatel, Switzerland (scientific program committee)
CAP Workshop on Derivative Securities and Risk Management, November 2001,2002, 2003, Columbia University, New York
IASTED International Conference on Financial Engineering and Applications, July 2003, Banff, Canada (program committee)
Risk's Math Week Conference, New York and London, November 2001
Conference on Randomized Algorithms in Finance, Mathematical Sciences Research Institute (MSRI), Berkeley, California, March 2001
Financial Mathematics: Risk Management, Modeling and Numerical Methods, IPAM, Los Angeles, January 2001