Conferences

CONFERENCES

Oscillating between trend and value: insights from an agent-based model on market efficiency at Imperial ETH Workshop on Mathematical Finance, April, 2018, Zurich
Variance Risk Premium in multi-component GARCH models at XVI Workshop on Quantitive Finance, Parma, January, 2015 (slides)
Herding and liquidity in financial markets at Games and Decisions II, Pisa, July, 2014
Econometric option pricing with multi-component volatility models at 8th World Congress of the Bachelier Finance Society, Brussels, June, 2014
Smile from the past: a general option pricing framework at XV Workshop on Quantitive Finance, Florence, January, 2014 (slides)

The Mathematics of High Frequency Financial Markets: Limit order Books, Frictions, Optimal Execution and Program Trading, IPAM, Los Angeles, April, 2015
Seventh European Summer School in Financial Mathematics, Oxford, September, 2014
Deterministic and Stochastic Dynamics in Economics and Finance, Pisa, December, 2013
Games and Decisions, Pisa, July, 2013
Frontiers in Financial Mathematics, Dublin, June, 2013
II Winter School on Stochastic Dynamics and Control in Finance and Economics in Lisbon, February, 2013
Instabilities in Financial Markets, Pisa, October, 2012
Perspectives in Analysis and Probability. A conference in honour of Freddy Delbaen at ETH Zurich, September, 2012
Barcelona Summer School on Stochastic Analysis: Functional Ito calculus and Malliavin Calculus for Levy Processes in Barcelona, July, 2012
Probability, Control and Finance. A conference in honor of Ioannis Karatzas at Columbia University in New York, June, 2012