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
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
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; July 2013.
- 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 Toronto
- 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.
PRMIA-Munich seminar, April
Conferencia Valmer-Bolsa de
Mexico, December 2005.
World Hedge Fund Conference,
Niagara Falls, October 18, 2005.
Jornada de Riesgos, October
13, 2005. Madrid.
Workshop on Partial
Differential Equations in spaces of very high dimensions, CRM-Montreal, August
Optimization in Finance
workshop, Coimbra July 7, 2005.
Universidad de Murcia, May 17
Mitacs annual meeting,
Hedge Fund Analytics
Conference, New York, Feb 14, 2005.
Presentation to the
Association of Financial Professionals and the Society of Canadian Treasurers.
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.
American Mathematical Society
meeting, Pittsburgh. November 6, 2004.
Foro de Hedge Funds, Lima
(Peru) Oct 2004.
Advisers, Toronto, November 3 2004
Fields Institute, September