A summary of talks I have had the pleasure to give

  • On the nature of jump risk premia (previously known as "Big Risk?")

    11th SoFiE Conference, Lugano CH, 2015 SFI Research Days, Gerzensee, CH | Seminars: Kellogg
  • Modeling Divergence Swap Rates in Incomplete Option Markets

    R in Finance 2016, Chicago, USA | invited @ Ketchum Trading LLC, Chicago, USA
  • Arbitrage Free Dispersion:

    AFFI 2018, Paris FR, 9th SoFiE Conference, Hong Kong | 2015 SFI Research Days, Gerzensee, CH | Seminars: Kellogg
  • Option Returns and Risk Premia: a Direct Approach

    8th SoFiE Conference, Pre-Conference for Young Scholars, Aarhus DK
  • The Option-Implied Characteristic Function

    2013 Swiss Doctoral Workshop in Finance, Gerzensee, CH