Bringing the “Hedge” back
into the “Hedge Fund”, Deka Family
Office Kompass, Munich 2018. Full movie link. Pdf. K
The Asset Management Industry and research
activity through history, iCAIR workshop, Reisensburg, Germany, August 2018
negative fees?, Global Derivatives Conference, Lisbon May 15, 2018.
Postmodernism in Finance: The Mathematics of
Management Fees, 2018
Quantitative Risk Management & Financial Analytics, Telfer
School of Management, University of Ottawa
The changing landscape of the world of
risks Banco de Santander, Jan 31, 2018.
Pdf version Quicktime version
The Mathematics of Management Fees School of Mathematics, Western
University, November 16, 2017.
Stochastic Correlation in Energy Markets Meeting of the Canadian Applied and
Industrial Math Society, University of Alberta, June 2016.
The Mathematics of Hedge Fund fees Meeting of the Canadian Operations
Research Society (CORS), Banff, May 30 2016.
Hedge Funds: Are Negative Fees in the Horizon? IAQT-Thalesians seminar, May 12 New York, 2016.
The Mathematics of Hedge Fund fees WatRisk
seminar, University of Waterloo, May 10 2016.
First loss structures for hedge fund investments Conference on Challenges in Derivatives Markets, Technische Universität München, March 31 2015.
Risk Fector Characterization
of Hedge Fund Returns 16th Applied Stochastic Models and Data Analysis
International Conference (ASMDA) July 1, 2015 Piraeus, Greece
Investor Trends AIMA event at the Canadian Embassy,
Washington D. C., November 5, 2014.
A hedge fund sonata Salzburg, July 25, 2014
The correlation of asset prices and financial crises. Wuhan, Nov 23, 2013.
the importance of being stochastic Risk Management Reloaded Conference, KPMG center,
Munich, September 2013.
- Stochastic Correlation in Financial Markets AMMCS conference, Wilfried Laurier University, August 2013.
- Stochastic Correlation in Asset
Management INFORMS conference, San Jose, Costa Rica;
- Stochastic Correlation in Financial Markets Applied Stochastic Models and
Data Analysis, Mataro, Spain, June 2013.
- Investments and Mathematics Classroom adventures,
University of Toronto 2013.
- Correlation in
Finance Beijing, 2012.
- Stochastic Correlation in Credit Markets, Applied Stochastic Models and
Data Analysis (ASMDA2011), Rome.
- Spain: The Canada of Europe?, Presentation
to Lycée Français de
- Optionality in
Hedge Fund Returns, Canadian Operations Research Society
meeting, Toronto June 2009.
Summer Meeting of
the Canadian Mathematical Society, Calgary June 4, 2006
Colloquium, Florida International University, May 18, 2006.
seminar, April 2006.
de Mexico, December 2005.
World Hedge Fund Conference,
Niagara Falls, October 18, 2005.
Jornada de Riesgos,
October 13, 2005. Madrid.
Partial Differential Equations in spaces of very high dimensions, CRM-Montreal,
Finance workshop, Coimbra July 7, 2005.
Universidad de Murcia, May 17
Mitacs annual meeting, Calgary
Hedge Fund Analytics
Conference, New York, Feb 14, 2005.
the Association of Financial Professionals and the Society of Canadian
Toronto, January 13, 2005.
IV Jornada de Riesgos Financieros, Madrid December 16, 2004.
Foro de la Asociacion
Española de Finanzas,
Universidad Pompeu Fabra,
Barcelona Dec 10, 2004.
World Hedge Fund Summit
Canada, Niagara Falls Dec 6 2004
Banff Research Station,
Alberta, November 12 2004.
Cornell Theory Center -
Manhattan. November 9, 2004.
Mathematical Society meeting, Pittsburgh. November 6, 2004.
Foro de Hedge Funds, Lima (Peru)
Advisers, Toronto, November 3 2004
Fields Institute, September