December 2008: "Long Dated Derivatives and Interest Rate Hybrids Modelling", London, Eureka Financial
November 2008: "Advanced Equity Derivatives and Structured Products Modelling", London, Eureka Financial
October 2008: "Stochastic Monetary Models for Interest Rate Exotics", Quant congress, Incisive Media, London
September 2008: "Stochastic Monetary Models for Interest Rate Exotics", One day pre-conference workshop at the WBS Fixed Income Conference, Budapest
September 2008: "Understanding Correlation Risk", Terrapinn Quant Invest Conference, London
July 2008: "Pricing and Modelling Equity Derivatives and Structured Product", London, Eureka Financial
July 2008: "Correlation Products ", New York, Marcus Evans
July 2008: "FX Hybrid Modeling", WBS training conference on hybrid derivatives
July 2008: "Long dated derivatives ", Warwick, Mathematics Research Center
June 2008: "Credit Correlation and Volatility Risk", 6th Summer School in Risk Management and Control
March 2008: "Long dated derivatives ", 8th Frankfurt Math Finance Conference
Feburary 2008: "Covariance Trading in the Credit-Equity Space", Marcus Evans Conference on Hybrid Derivatives, London
Feburary 2008: "The Fundamental Problem of Fundamental Solutions ", Columbia University, New York
Feburary 2008: "Long Dated Derivatives", Rutgers University, New Brunswick
Feburary 2008: "Long Dated Derivatives", Courant Institute, New York University
December 2007: "A Structural Model for Covariance Trading", ICBI Conference, Geneva
December 2007: "A Structural Model for Covariance Trading", WBS Credit Risk Conference, London
November 2007: "Long dated equity structures", Risk Italia, Milano
October 2007: "Callable Swaps, Snowballs and Videogames ", Stanford University.
September 2007: "Long dated derivatives", a series of three 2-day Workshops in the "Leading Lights" series, organized by Risk/Incisive Media, London, New York, Hong Kong
September 2007: "Pricing and Hedging Volatility Derivatives", Equity Derivatives Conference, Risk/Incisive Media, London
September 2007: "Pricing CDSs on Leveraged Loans and Hybrid Capital Notes, Risk/Incisive Media, London
September 2007: "A Structural Model for Credit-Equity Derivatives", Sudtirol Workshop on Credit Risk, London
September 2007: "Stochastic monetary policy models and CMS spreads", Markus Evans Interest Rate Conference, London
July 2007: "Bespoke CDOs and Credit-Equity Derivatives ", Quant Congress USA
July 2007: "Stochastic monetary policy models and CMS spreads", Preconference workshop, Quant Congress USA
July 2007: "Credit-equity derivatives: from vega-convexity to correlation trading ", Risk Correlation Trading Conference, London
July 2007: "Stochastic monetary policy models and CMS spreads", Pre-conference workshop, Quant Congress USA
June 2007: "Long dated fixed income derivatives and hybrids ", WBS Conference on FX-Interest Rate Hybrids, One day workshop, Singapore
June 2007: "Stochastic Monetary Policy models, CMS spreads and other exotic interest rate derivatives ", Risk Conference on Interest Rate Derivatives, London
June 2007: "Long dated fixed income derivatives and bespoke CDO models ", Summer School on Financial Derivatives, Rome
May 2007: "Stochastic Monetary Policy models and callable CMS spread range accruals ", Risk Conference on Interest Rate Derivatives, New York
May 2007: "Long-dated fixed income derivatives and CDOs", Terrapin Structured Products Conference, London
May 2007: "A stochastic monetary policy model for long-dated fixed income derivatives and hybrids ", Risk training conference on Interest Rate Hybrids, New York
April 2007: "Operator methods and long dated equity and credit structured products", One day workshop at the IQPC Conference on Volatility and Correlation Trading
April 2007: "Operator methods and long-dated derivatives", Keynote address to the 4th International Conference in Computational Management Sciene, Geneva
April 2007: "A stochastic monetary policy model for long-dated fixed income derivatives and hybrids ", Risk trainingconference on Interest Rate Hybrids, London
April 2007: "Long dated structured products", Salvo Training Conference, Singapore
March 2007: "A stochastic monetary policy model for long-dated fixed income derivatives and hybrids ", WBS conference on FX-Interest Rate Hybrids, London
March 2007: "Four Lectures on Credit derivatives ", CQF -7City, London
February 2007: "Four Lectures on Fixed Income Derivatives ", CQF -7City, London
January 2007: "Credit-equity derivatives and bespoke CDOs", Markus Evans Conference on Credit-Equity Hybrids, London

December 2006: "Operator methods and long-dated structured products ", Invited lecture at the Quantitative and Mathematical Finance Conference 2006, Sydney
December 2006: "Pricing structured products with spectral methods: from CDOs to path dependents and hybrids", One-day, pre-conference workshop, Quantitative and Mathematical Finance Conference 2006, Sydney
November 2006: "Stochastic volatility term structure models for interest rate derivatives", WBS conference on Interest Rate Derivatives
September 2006: "Modelling correlations by dynamic conditioning and hybrid derivatives", Fourth WBS Fixed Income Conference, Amsterdam
September 2006: "Pricing structured products with spectral methods: from CDOs to path dependents and hybrids", Six hours pre-conference workshop, Fourth WBS Fixed Income Conference, Amsterdam
September 2006: "Trading volatility and correlation with structured products", Six hours pre-conference workshop, Mark Evans investor conference, Singapore
September 2006: "FX-interest rate hybrids", Risk conference on hybrid derivatives, Mark Evans investor conference, Singapore
June 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Conference on Credit Risk, University of Naples 
June 2006: "Pricing path dependent options on equity, FX and fixed income derivatives", Summer School on Risk Management, University of Rome 
June 2006: "Pricing path dependent options on equity, FX and fixed income derivatives", Incisive Media Quant Congress Europe, Montecarlo 
June 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Symposium on Financial Derivatives, Amsterdam
May 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Incisive Media Credit Risk Modeling Conference, London
May 2006: "Stochastic volatility models for range accruals, target redemption notes and other path dependent derivatives", Incisive Media Conference on Interest Rate Derivatives, London
May 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Incisive Media Credit Risk Modeling Conference, New York
May 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", ICBI Global Derivatives Conference, Paris 
April 2006: "Hybrid derivatives and structured products", IQ Conference on Hybrid Derivatives, London
April 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Pre-conference workshop, IQ Conference on Hybrid Derivatives and Correlation Trading, London
April 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", University of Technology, Sydney
March 2006: "Hybrid derivatives and structured products", Keynote address to the Euromoney Conference on Hybrid Derivatives, Amsterdam 
March 2006: "Dynamic credit correlation modelling and pricing of bespoke CDOs", Incisive Media CDO Conference, London 
March 2006: "Stochastic volatility models for range accruals, target redemption notes and other path dependent derivatives", WBS Interest Rate Derivatives Conference, London 
Feburary 2006: "Dynamic credit correlation modelling", Incisive Media Credit Risk Modeling Conference, London 
February 2006: "Dynamic credit correlation modelling", Incisive Media Credit Risk Modeling Conference, New York 
December 2005: "A stochastic volatility model for constant maturity swaps", Incisive Media Interest Rate Derivatives Conference, London 
November 2005: "Pricing Equity Default Swaps", WBS Credit-equity hybrids conference 
October 2005: "Dynamic correlation models for CDOs and CDO-subordinated interest rate derivatives", Incisive Media Credit Risk Summit, London 
October 2005: "Stochastic volatility models for equity derivative hybrids", Incisive Media Conference on equity derivatives, London and New York
October 2005: "Volatility models for equity default swaps: a comparison analysis", WBS Workshop on credit-equity hybrids, London
September 2005: "Functional lattice models: from callable CMSs to CDO subordinated swaps", WBS Second Fixed Income Conference, Prague 
September 2005: "Dynamic correlation models for CDOs", Incisive Media Credit Risk Summit, London 
September 2005: "Dynamic correlation models for CDOs", Incisive Media Conference on credit derivatives, Hong Kong and New York
June 2005: "Capital Structure Arbitrage and Correlation Trading", Conference on Capital Structure Arbitrage, Universite' d'Evry
June 2005: "Dynamic correlation models for CDOs", Incisive Media Conference on CDO pricing and hedging, London 
June 2005: "Stochastic volatility models for interest rate derivatives", Summer School on Financial Derivatives, Imperial College, London
June 2005: "Capital Structure Arbitrage and Correlation Trading", Summer School on Financial Derivatives, Imperial College, London
May 2005: "Capital Structure Arbitrage and Correlation Trading", Incisive Media Conference on Credit Risk Modelling, London and Honk Kong
May 2005: "Stochastic volatility models for interest rate derivatives", Incisive Media Conference on Interest Rate Derivatives, Frankfurt and London
May 2005: "Lattice models with stochastic volatility and jumps", Summer School on Financial Derivatives, Imperial College, London
April 2005: "Optimal Capital Allocation across Business Lines for Reinsurance Portfolios", Risk Management and Quantitative Approaches in Finance, University of Florida, Gainesville
March 2005: "Volatility models for equity default swaps: a comparison analysis", WBS Workshop on credit-equity hybrids, London
March 2005: "Overview of pricing methodologies for credit derivatives", European Credit Derivatives Forum, London