Conferences / Seminar Talks

most recent 

Machine Learning – Option Pricing, Calibration, Hedging

WBS Quant Conference, Rome, October 2019
Download Slides (17 MB)
https://github.com/Lapsilago/machine-learning-examples
https://github.com/niknow/machine-learning-examples

Regression for Dynamic Initial Margining – The JLSMC Method

WBS Fixed Income Conference, Nice, September 2018

Regression for Dynamic Initial Margining – The JLSMC Method

Bachelier Conference, Dublin, July 2018

Volatility Modelling for FRTB

WBS Fixed Income, Florence, October 2017

Quantization Methods in Finance

(together with Ralph Rudd and Thomas McWalter)
WBS Fixed Income, Florence, October 2017

Quantization Methods in Finance

(together with Ralph Rudd and Thomas McWalter)
Global Derivatives, Barcelona, May 2017

AIMS Summer School 

(Invited Speaker)
Cape Town, February 2017

Quantization Methods in Finance

(with T. McWalter)
WBS Fixed Income, Berlin, October 2016

Exposure Modelling

WBS Fixed Income, Berlin, October 2016

Quantization Methods in Finance

(with T. McWalter)
Bachelier, New York, July 2016

Financial Mathematics

(Invited Speaker)
Vysoke Tatry, Algorithmy, March 2016

 
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