Seminar Presentations

  • November 29, 2018, Seminar at Department of Finance and Risk Engineering, Tandon School of Engineering, New York University, New York, NY, “Illiquidity and Financial Contagion in a Multilayered Financial Network”.
  • October 18, 2018, Mathematical Finance Internal Seminar, Department of Mathematics, Oxford University, Oxford, UK, “Dynamic Clearing and Contagion in an Eisenberg-Noe Framework”.
  • October 4, 2018, Joint Risk & Stochastics and Financial Mathematics Seminar, Department of Mathematics, London School of Economics, London, UK, “Pricing Dept in Interbank Networks under Comonotonic Endowments”.
  • September 28, 2018, Probability Seminar, Department of Mathematics, University of Southern California, Los Angeles, CA, “Moving Scalarizations for Time Consistency in Dynamic Multivariate Problems in Finance”.
  • September 20, 2018, Applied Probability and Risk Seminar, Department of Industrial Engineering and Operations Research, Columbia University, New York, NY, “Pricing Debt in an Eisenberg-Noe Network under Comonotonic Endowments”.
  • September 12, 2018, Brownbag Seminar, Department of Finance, Boston University, Boston, MA, “Systemic Risk with Multi-Currency Obligations”.
  • October 17, 2017, Financial Math Seminar, Department of Applied Mathematics and Statistics, Johns Hopkins University, Baltimore, MD, “Financial Contagion and Systemic Risk”.
  • February 1, 2017, Finance and Stochastics Seminar, Mathematical Finance Section, Department of Mathematics, Imperial College London, UK, “Systemic Risk Measures and Financial Network Models”.
  • January 13, 2017, Networks Seminar, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, “Extensions of the Eisenberg & Noe Financial Contagion Model”.
  • January 9, 2017, Financial Mathematics and Actuarial Research Seminar, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, “Set-Valued Risk Measures for Systemic Risk”.
  • October 10, 2016, Power & Energy Systems Seminar, Department of Electrical and Computer Engineering, University of Illinois, Urbana-Champaign, IL, “Measuring the Risk of the Power Grid”.
  • April 19, 2016, Mathematical Finance and Probability Seminar, Department of Mathematics, Rutgers University, New Brunswick, NJ, “Systemic Risk and Financial Network Models”.
  • March 7, 2016, Math Finance Colloquium, University of Southern California, Los Angeles, CA, “Set-Valued Risk Measures and Bellman’s Principle”.
  • February 16, 2016, Computational Finance Seminar, Department of Statistics, Purdue University, West Lafayette, IN, “Multivariate Dynamic Risk Measures: Properties and Computation”.
  • November 4, 2015, Seminar at Department of Mathematics, Lehigh University, Bethlehem, PA, “Financial Network Models and Systemic Risk Measurement”.
  • November 27, 2013, Seminar at Institute of Probability and Statistics, Leibniz Universitat Hannover, Germany, “A Recursive Algorithm for Set-Valued Risk Measures”.
  • November 20, 2013, Seminar at Institute of Probability and Statistics, Leibniz Universitat Hannover, Germany, “Time Consistency of Multivariate Dynamic Risk Measures”.
  • April 12, 2012, Systems Engineering Seminar, Washington University in St. Louis, “Set-Valued Risk Measures: Risk Management with Transaction Costs”.