Conferences, Talks, and Lectures

Talks as Invited Speaker:

• Advances in Mathematics of Finance. Bedlewo, Poland, 2007.
• 9th International Vilnius Conference on Probability Theory and Mathematical Statistics, section "Finance". Vilnius, Lithuania, 2006.

Talks at International Conferences:

• Hedge Fund Replication Forum. Downtown Association, New York, USA, 2008.
• Stanford-Tsukuba Western Consortium in Quantitative Finance Workshop. Stanford, USA, 2007.
• Workshop on Stochastic Equations and Related Topics (in honor of the 60th anniversary of H.-J. Engelbert). Jena, Germany, 2005.
• Third World Congress of the Bachelier Finance Society. Chicago, USA, 2004.
• Conference "Kolmogorov and Contemporary Mathematics". Moscow, Russia, 2003.
• Second World Congress of the Bachelier Finance Society. Crete, Greece, 2002.
• 12th European Young Statisticians Meeting. Janska Dolina, Slovakia, 2001.
• Workshop on Fluid Mechanics and Stochastic Flows. Aarhus, Denamrk, 2001.
• Workshop on Levy Processes and Related Subjects. Aarhus, Denmark, 2000.
• 12th Winter School on Stochastic Processes. Siegmundsburg, Germany, 2000.
• Second Nordic-Russian Symposium on Stochastic Analysis. Beitostoelen, Norway, 1999.
• Mathematiques Financieres. Paris, France, 1999.
• Workshop on Mathematical Finance. Paris, France, 1998.
• Stochastic processes and their applications. Urbana-Champaign, USA, 2007.

Lectures at Schools:

• Summer School "From Levy Processes to Semimartingales". Aarhus, Denmark, 2002.

Talks at the Universities:

• Carnegie Mellon University, Pittsburgh, USA, 2005.
• Columbia University, New York, USA, 2005, 2007.
• ETH Zurich, Switzerland, 2004.
• New York University, USA, 2007.
• Imperial College of London, UK, 2002.
• Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, 2005.
• Princeton University, USA, 2007
• Saint Petersburg Department of the Steklov Mathematical Institute, 2005, 2006, 2007.
• Stanford University, USA, 2007.
• University of Aarhus, Denmark, 2000.
• University of Angere, France, 2003.
• University of Cambridge, UK, 2002.
• University of Florida, USA, 2007.
• University of Jena, Germany, 1999, 2000, 2001, 2002, 2004.
• University of Maryland, USA, 2005, 2007.
• University of Minnesota, USA, 2001.
• University Paris-VI, France, 2003.
• University of North Carolina at Charlotte, 2007.
• Vienna Institute of Technology, Austria, 2002, 2004, 2006.