Selected Talks, Seminars and Lectures in Finance

// November 2024 - Invited Talk at the Quant Minds, London.
Title: From Physics to Finance and Back: Path Integrals, Short-Rate Models and Quantos

// October 2024 - Invited Talk at IAFQ and Thalesians Seminar Series, London.
Title: Quants, Quantum Mechanics and Quantos

// March 2024 - Invited Talk at Mathematics Department Columbia University, London.
Title: Quants, Quantum Mechanics and Quantos

// November 2023 - Invited Talk at the Quant Minds, London.
Title: 15 Years of Adjoint Algorithmic Differentiation (AAD): How to better hedge financial risks, crack some of the puzzles of condensed matter and much more with upside-down derivatives

// April 2023 - Invited Talk at the Quantitative Finance Conference in honor of Prof. Michael Dempster's 85th birthday, Cambridge.
Title: 15 Years of Adjoint Algorithmic Differentiation (AAD): How to better hedge financial risks, crack some of the puzzles of condensed matter and much more with upside-down derivatives

// November 2022 - Invited Talk at the Quant Minds, Barcelona.
Title: Feynman’s Path Integrals and Option Pricing: FastSemi-Analytical Pricing for Term Structure and Credit Models

// October 2022 - Invited Talk at the Quant Summit USA, New York.
Title: Feynman’s Path Integrals and Option Pricing: FastSemi-Analytical Pricing for Term Structure and Credit Models

// February 2021 - Invited talk at the Faculty of Natural & Mathematical Sciences, King’s College, London.
Title: Adjoint Algorithmic Differentiation (AAD): how to better hedge financial risks, crack some of the puzzles of Condensed Matter Physics and much more with upside-down derivatives.

// November 2020 - Invited Talk at the 2020 Quant Minds (virtual).
Title: Quants, Quantum Mechanics and Quantos

// July 2019 - Invited Talk at the Quant Summit 2019, New York.
Title: Recommender Systems for Corporate Bond Trading

// May 2019 - Invited Workshop with Prof. Uwe Nauman (Aachen) at the 2020 Quant Minds Conference, Vienna.
Title: `Hands on' Course on Adjoint Algorithmic Differentiation

// May 2019 - Invited Talk at the 2019 Quant Minds Conference, Vienna.
Title: Quantum Mechanics and Option Pricing

// March 2019 - Risk Training Course, New York.
Title: AAD Masterclass

// February 2019 - Risk Training Course, London.
Title: AAD Masterclass

// September 2018 - Invited Talk at the 2018 Quant Minds Americas, Boston.
Title: An Effective Approximation for Zero-Coupon Bonds and Arrow-Debreu Prices in short-rate models

// July 2018 - Invited Talk at the 2018 Quant Summit Conference, New York.
Title: An Effective Approximation for Zero-Coupon Bonds and Arrow-Debreu Prices in short-rate models

// May 2018 - Invited Workshop with Prof. Uwe Nauman (Aachen) at the 2018 Quant Minds Conference, Barcelona.
Title: `Hands on' Course on Adjoint Algorithmic Differentiation

//May 2018 - Invited Talk at the 2018 Quant Minds Conference, Lisbon.
Title: An Effective Approximation for Zero-Coupon Bonds and Arrow-Debreu Prices in short-rate models

//May 2018 - Invited Talk at the 2018 Quant Minds Conference, Lisbon.
Title: Advanced AAD: PDE Applications

//Dec. 2017 - Invited lecture at Baruch College, Master of Financial Engineering, New York.
Title: A Crash course in AAD

//Dec. 2017 - Invited lecture at Baruch College, Master of Financial Engineering, New York.
Title: Monte Carlo Methods for American Options

// May 2017 - Invited Workshop with Prof. Mike Giles (Oxford) and Prof. Uwe Nauman (Aachen) at the 2017 Global Derivatives Conference, Barcelona.
Title: Computational Efficiency via Algorithmic Differentiation

// May 2017 - Invited Talk at the 2017 Global Derivatives Conference, Barcelona.
Title: AAD and Least Squares Monte Carlo

// Mar. 2017 - Invited Risk Magazine workshop with Prof. Uwe Nauman (Aachen).
Title: Adjoint Algorithmic Differentiation Masterclass

//May 2016 - Invited Talk at the 2016 Global Derivatives Conference, Budapest.
Title: Wrong Way Risk Done Right

//May 2016 - Invited Workshop with Prof. Mike Giles (Oxford) and Prof. Uwe Nauman (Aachen) at the 2016 Global Derivatives Conference, Budapest.
Title: Adjoint Methods and Algorithmic Differentiation for Greeks

// Apr. 2016 - Invited talk at the 2016 Quant Tech, London.
Title: AAD and PDEs: Real time management of callable products

// Apr. 2016 - Invited talk at the 2016 Quant Summit Europe, London.
Title: AAD and PDEs: Real time management of callable products

//Sep. 2015 - Minicourse at the Center for Financial Mathematics and Actuarial Research, University of California at Santa Barbara
Title: Real Time Risk Management: An AAD-PDE Approach

//May 2015 - Invited Talk at the 2015 Global Derivatives Conference, Amsterdam.
Title: Real Time Risk Management: An AAD-PDE Approach

//May 2015 - Invited Workshop with Prof. Mike Giles (Oxford) and Prof. Uwe Nauman (Aachen) at the 2015 Global Derivatives Conference, Amsterdam.
Title: Adjoint Methods and Algorithmic Differentiation for Greeks

//Apr. 2015 - Invited talk at the 2015 Quant Europe, London.
Title: Real Time Risk Management: An AAD-PDE Approach

//Oct. 2014 - Invited talk at the Physics Department Colloquium, University of Toronto.
Title: Adjoint Algorithmic Differentiation (AAD): how to better hedge financial risks, crack some of the puzzles of condensed matter Physics and much more with upside-down derivatives.

//Oct. 2014 - Minicourse for the Mathematical Finance Program, University of Toronto.
Title: Real Time Risk Management with Adjoint Algorithmic Differentiaton

//Oct. 2014 - Invited talk at the Workshop on Financial Mathematics Brunel University, London.
Title: Adjoint Credit Risk Management

//Jul. 2014 - Invited talk at the 2014 Quant Congress USA, New York.
Title: The Implicit Function Theorem, Adjoint Algorithmic Differentiation and the Efficient Risk Management of Credit Portfolios

//June 2014 - Invited Talk at the Scuola Normale Superiore, Pisa.
Title: Ulisse Dini, Adjoint Algorithmic Differentiation and the Efficient Risk Management of Credit Portfolios

//June 2014 - Minicourse at Scuola Normale Superiore,  Pisa.
Title: Real Time Risk Management with Adjoint Algorithmic Differentiaton

//June 2014 - Invited Talk at Mathematical Finance Seminar Series, Imperial College, London.
Title: The Implicit Function Theorem, Adjoint Algorithmic Differentiation and the Efficient Risk Management of Credit Portfolios

//June 2014 - Invited Talk at Big Data in Quantitative Finance Conference, London.
Title: Adjoint Credit Risk Management

//May 2014 - Invited Talk at London Mathematical Finance Seminar Series, London School of Economics, London.
Title: Real time counterparty credit risk management with adjoint algorithmic differentiation (AAD)

//May 2014 - Invited Workshop with Prof. Mike Giles (Oxford) and Prof. Uwe Nauman (Aachen) at the 2014 Global Derivatives Conference, Amsterdam.
Title: Computational Efficiency via Algorithmic Differentiation

//May 2014 - Invited Talk at the 2014 Global Derivatives Conference, Amsterdam.
Title: Adjoint Credit Risk Management

//Mar. 2014 - Invited Talk at The 3rd CVA Conference, London.
Title: Real Time Counterparty Credit Risk Management With Adjoint Algotithmic Differentiation (AAD)

//Mar. 2014 - Invited Talk at Financial Engineering Workshops, Cass Business School, London.
Title: AAD and Real Time Counterparty Credit Risk Management

//Feb. 2014 - Invited Lecture Series at the AIMS Summer School in Mathematical Finance, Cape Town.
Title: Efficient Risk Management in Monte Carlo [Module 1 & 2] [Module 3] [Module 4]

//Feb. 2014 - Invited Talk at the University of Cape Town, Cape Town.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Feb. 2014 - Invited Talk at New Thinking in Finance, London.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Dec. 2013 - Invited Talk at Research in Options RiO 2013, Buzios, Rio de Janeiro.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Dec. 2013 - Invited Mini Course at Research in Options RiO 2013, Buzios, Rio de Janeiro.
Title: Efficient Risk Management in Monte Carlo.

//Nov. 2013 - Invited talk at the IAFE - Thalesian Seminar Series, New York University, New York.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Jul. 2013 - Invited talk at the 2013 Quant Congress USA, New York.
Title: Adjoint Algorithmic Differentiation (AAD): Real time counterparty credit risk management in Monte Carlo

//Apr. 2013 - Invited lecture at Baruch College, Master of Financial Engineering, New York.
Title: Monte Carlo Methods for American Options

//Apr. 2013 - Invited talk at the 2013 Global Derivatives Conference, Amsterdam.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Mar. 2013 - Invited talk at the WBS Conference on Discounting, Funding, CVA and FVA conference, New York
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Jan. 2013 - Invited talk at the Practitioners' Seminars series, Mathematics of Finance, Columbia University, New York
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//Nov. 2012 - Invited talk at the 2012 Global Derivatives Conference US, Chicago.
Title: Real Time Counterparty Credit Risk Management with Adjoint Algorithmic Differentiation

//July. 2012 - Invited plenary talk at the 6th International Conference on Automatic Differentiation, Fort Collins.
Title: Algorithmic Differentiation: Extending the Frontiers of Computational Finance and Risk Management

//Apr. 2012 - Invited talk at the 2012 Global Derivatives Conference, Barcelona.
Title: Adjoint Algorithmic Differentiation (AAD): Real time counterparty credit risk management in Monte Carlo

//Mar. 2012 - Invited lectures series Master Financial Engineering, Baruch college, New York.
Title: Efficient Risk Management in Monte Carlo

//Feb. 2012 - Invited seminar at Bloomberg LLC.
Title: Algorithmic Differentiation: Adjoint Greeks Made Easy

//Nov. 2011 - Invited talk at the 2011 Global Derivatives Conference US, Chicago.
Title: Real Time Counterparty Risk Management in Monte Carlo

//Apr. 2011 - Invited Baruch MFE Talk, New York.
Title: Algorithmic Differentiation: Adjoint Greeks Made Easy

//Apr. 2011 - Invited talk at the 2011 Global Derivatives Conference, Paris.
Title: Algorithmic Differentiation: Adjoint Greeks Made Easy

//Nov. 2010 - Invited talk at the 2010 Risk Quant Congress Europe, London.
Title: Adjoint Algorithmic Differentiation: a new paradigm in Risk Management

//May. 2010 - Invited talk at the 2010 Global Derivatives Conference, Paris.
Title: Speeding Up Monte Carlo Simulations: Fast Calculation of Risk for Callable Options

//May. 2009 - Invited talk at the 2009 Global Derivatives Conference, Rome.
Title: Efficient Risk Management with Monte Carlo and Adjoint Algorithmic Differentiation

//Dec. 2008 - Talk at the 2008 Winter Simulation Conference, Miami.
Title: Reducing the variance of Likelihood Ratio Greeks in Monte Carlo

//Nov. 2008 - Invited talk at the Seventh Euro Algorithmic Differentiation Workshop, Oxford University.
Title: No more bumping: the promises and challenges of Adjoint Algorithmic Differentiation

//July. 2008 - Talk at the Bachelier Finance Society Congress, London.
Title: Least Squares Importance Sampling for Libor Market Models

//Mar. and Nov. 2008 - Invited lectures at the WBS Workshop on the Latest Developments in Interest Rate Modelling & Interest Rate Exotic & FX Hybrid Products, London.
Title: Least Squares Importance Sampling for Libor Market Models

//Nov. 2007 - Invited Talk at the Annual CAP Workshop on Derivative Securities and Risk Management, Columbia University, New York.
Title: Efficient Risk Management in Monte Carlo

//Mar. 2007 - Talk at the World Conference on Computational Finance the first Decade, London.
Title: Least squares importance sampling for Monte Carlo security pricing

//Sep. 2006 - Talk at the joint Credit Suisse/Oxford University Symposium, London.