Presentations

 

 

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.

 

Correlations: the importance of being stochastic Risk Management Reloaded Conference, KPMG center, Munich, September 2013.

Summer Meeting of the Canadian Mathematical Society, Calgary June 4, 2006

Mathematics Colloquium, Florida International University, May 18, 2006.

PRMIA-Munich seminar, April 2006.

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 2005.

Optimization in Finance workshop, Coimbra July 7, 2005.

Universidad de Murcia, May 17 2005.

Mitacs annual meeting, Calgary 2005.

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.

Independent Financial Advisers, Toronto, November 3 2004

Fields Institute, September 29, 2004.