Presentations

CFA - ASPAC

Postmodernism in Finance – Investment Innovations

The 5th IEEE Symposium on Analytics and Risk

The Asset Management Industry and Research Activity through History

Canadian Mathematical Society Winter Meeting, Toronto, Dec 7 2019.

“Portfolio Optimization and AI”

RiskLab-Toronto, October 19, 2019.

“Investment Scoring in the age of Google”

Renmin Fintech Conference, June 30, 2019.

“Artificial Intelligence for Investment Portfolios” Movie Version PDF version Browser version

University of the Chinese Academy of Sciences, July 2, 2019:

“The Asset Management Industry and research activity through history”

Beihang University, July 2, 2019:

“The Asset Management Industry and research activity through history”

Digital Management and Technology Innovation in the Smart Village  Smart Villages Conference, Fields Institute 2019

Optionality in Hedge Fund Returns,  Canadian Operations Research Society meeting, Toronto June 2009.

Collateralized Fund Obligations: pricing and risks

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

• Mathematics and Finance: past, present and future

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

• Correlation breakdown for hedge fund structures

PRMIA-Munich seminar, April 2006.

• Modeling of structured financial products with a guarantee

Conferencia Valmer-Bolsa de Mexico, December 2005.

• Guaranteed products, ... at what cost?

World Hedge Fund Conference, Niagara Falls, October 18, 2005. 

• Defaultable forward contracts

Jornada de Riesgos, October 13, 2005. Madrid.

• Partial Differential Equations and the Pricing of Credit Derivatives

Workshop on Partial Differential Equations in spaces of very high dimensions, CRM-Montreal, August 2005.

• Regime switching optimization: application to hedge fund portfolio construction

Optimization in Finance workshop, Coimbra July 7, 2005.

• Defaultable forward contracts: pricing and modeling

Universidad de Murcia, May 17 2005.

• Defaultable forward contracts in Energy markets

Mitacs annual meeting, Calgary 2005.

• The Omega: Guidelines and Insights

Hedge Fund Analytics Conference, New York, Feb 14, 2005.

• Credit Derivatives (CDO's and CFO's) Risks and Benefits of diversification

Presentation to the Association of Financial Professionals and the Society of Canadian Treasurers. Toronto, January 13, 2005.

• A PDE approach to the pricing of credit derivatives

IV Jornada de Riesgos Financieros, Madrid December 16, 2004.

• New families of distributions fitting L-moments for modeling financial data

Foro de la Asociacion Española de Finanzas, Universidad Pompeu Fabra, Barcelona Dec 10, 2004.

• Ten years of hedge fund returns: lessons from history

World Hedge Fund Summit Canada, Niagara Falls Dec 6 2004

• The harmful effects of correlation breakdown

Banff Research Station, Alberta, November 12 2004.

• Portfolio optimization with regime switching

Cornell Theory Center - Manhattan. November 9, 2004.

• Pricing default correlation products within the structural framework

American Mathematical Society meeting, Pittsburgh. November 6, 2004.

• Hedge Funds: Una alternativa de Inversion para el Futuro

Foro de Hedge Funds, Lima (Peru) Oct 2004.

• Hedge Fund returns

Independent Financial Advisers, Toronto, November 3 2004

• Pricing default correlation products within the structural framework

Fields Institute, September 29, 2004.