Conferences, Meetings and Workshops
Participation, Presentation and Organization
Conferences, Meetings & Workshops Participation
- Finance Seminar at Federal Reserve Bank of Richmond
held at Charlotte, NC in October 2016. - 9th World Congress of the Bachelier Finance Society (BFS)
held at New York, NY in July 2016. - 6th Annual High Frequency Finance and Data Analytics
held at Hoboken, NJ in October 2015. - 2015 Fixed Income Conference
held at Charlotte, NC in April 2015. - SIAM Conference on Financial Math & Engineering (FM14)
held at Chicago, IL in November 2014. - International Indian Statistical Association (IISA) Conference
held at Riverside, CA in July 2014. - 36th Conference on Stochastic Processes and their Applications (SPA)
held at Boulder, CO in July 2013. - SIAM Conference on Life Sciences (LS12)
held at San Diego, CA in August 2012. - International Indian Statistical Association (IISA) Conference
held at Raleigh, NC in May 2011. - SIAM Southeastern Atlantic Section Meeting (SIAM-SEAS 2011)
held at Charlotte, NC in March 2011. - Joint Statistical Meeting (JSM)
held at Washington, DC in August 2009. - SIAM Conference on Financial Math & Engineering (FM08)
held at New Brunswick, NJ in November 2008. - International Indian Statistical Association (IISA) Conference
held at Storrs, CT in May 2008. - Midwest Finance Association (MFA) Conference
held at San Antonio, TX in February 2008. - Workshop on Sequential Monte Carlo Methods (SMC)
held at Research Triangle Park, NC in August 2007. - Seminar on Stochastic Process (SSP)
held at Princeton, NJ in May 2007. - Joint Statistical Meeting (JSM)
held at Seattle, WA in August 2006. - Statistical Modeling in Finance
held at Temple University, Philadelphia, PA in March 2006. - 30th Conference on Stochastic Processes and their Applications (SPA)
held at Santa Barbara, CA in June 2005. - Workshop on Financial Mathematics and Econometrics (FME)
held at Research Triangle Park, NC in September 2005. - Annual Meeting of American Economic Association (AEA) & American Finance Association (AFA)
held at Philadelphia, PA in January 2005. - 3rd World Congress of the Bachelier Finance Society (BFS)
held at Chicago, IL in July 2004. - Annual Meeting of INFORMS
held at Denver, CO in October 2004. - Annual Meeting of American Economic Association (AEA) & American Finance Association (AFA)
held at San Diego, CA in January 2004. - Joint Statistical Meeting (JSM)
held at San Francisco, CA in August 2003.
Presentations
- Invited talk Limit theorems for Cox-Ingersoll-Ross model driven by stable processes at Probability and Math Finance Colloquium, UNC-Charlotte in February 2015.
- Invited talk Stock price modeling by geometric Ornstein-Uhlenbeck process in an Ornstein-Uhlenbeck random medium at Probability and Math Finance Colloquium, UNC-Charlotte in October 2014.
- Invited talk Signal parameter estimation in stochastic differential equation model of neuron at IISA Conference in Riverside, CA in July 2014.
- Invited talk Optimal pricing of real options in fractional Brownian firms at IISA Conference in Riverside, CA in July 2014.
- Invited talk Analysis of the Cox-Ingersoll-Ross Interest Rate model – Part II at Probability and Math Finance Colloquium, UNC-Charlotte in April 2013.
- Invited talk Analysis of the Cox-Ingersoll-Ross Interest Rate model – Part I Probability and Math Finance Colloquium, UNC-Charlotte in April 2013.
- Invited talk Parameter estimation in subdiffusion model with proteins for nanoscale biophysics at SIAM Conference on Life Sciences in San Diego in August 2012.
- Invited talk Parameter estimation in stochastic volatility models with jumps and long memory at Statistics Seminar, Colorado State University in March 2010.
- Topic contributed talk Particle filter for partially observed SPDE with fractional Levy-Ornstein-Uhlenbeck stochastic volatility at Joint Statistical Meeting (JSM), Washington DC in August 2009.
- Invited talk Fractional Levy Ornstein-Uhlenbeck stochastic volatility models at Math Finance and Probability Seminar, NCSU in December 2008.
- Invited talk Stochastic quadratures and financial applications at SAMSI Undergraduate Workshop held at Research Triangle Park, NC in November 2008.
- Invited talk Bernstein-von Mises Theorem for stochastic partial differential equations at Bayesian Statistics Seminar, NCSU in October 2008.
- Invited talk Unbiased estimator of likelihood, Poisson estimator and exact sampling of diffusions at SAMSI in October 2008.
- Invited talk Milstein approximation of posterior density for diffusions at SAMSI in October 2008.
- Invited talk Fractional Levy Ornstein-Uhlenbeck stochastic volatility models at Statistics Seminar, University of Arizona, AZ in October 2008.
- Invited talk Fractional Levy Ornstein-Uhlenbeck stochastic volatility models at IISA Conference held at Storrs, CT in May 2008.
- Contributed talk Valuing real options under persistent shocks at Midwest Finance Association (MFA) Conference held at San Antonio, TX in February 2008.
- Invited talk Financial Extremes at Risk Program, SAMSI Research Triangle Park, NC in October 2007.
- Invited talk Fractional stochastic calculus in real options valuation at Probability and Math Finance Colloquium, UNC-Charlotte, NC in October 2005.
- Contributed talk Stochastic integration and truncated Hausdorff moment problem at the 30th Conference on Stochastic Processes
and their Applications held at UC Santa Barbara, CA in June 2005. - Contributed talk The value of waiting to invest under persistent shocks at the 30th Conference on Stochastic Processes and their Applications held at UC Santa Barbara, CA in June 2005.
- Invited talk Valuing real options in fractional market at Probability Colloquium, UC Irvine, CA in May 2005.
- Invited talk Stratonovich Stochastic Calculus: Approximations, Estimation, Pricing and Hedging of Ito Diffusions at Probability and Math Finance Colloquium, UNC-Charlotte, NC in April 2005.
- Invited talk Approximate Bayesian Inference in Derivative Pricing at Statistics Colloquium, UC Riverside, CA in February 2005.
- Invited talk Bayesian Pricing at Mathematics Colloquium, DePaul University, Chicago, IL in February 2005.
- Invited talk Bayesian Pricing at Robinson College of Business, Georgia State University, GA in January 2005.
- Invited talk Bayesian Pricing at Mathematics Colloquium, University of Kansas, KS in January 2005.
- Contributed talk Fractional Heath-Jarrow-Morton model at Bachelier Third World Congress 2004 held at Chicago, IL at in July 2004.
- Invited talk The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions at Mathematics Colloquium, Howard University, DC in April 2004.
- Invited talk The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions at Probability Colloquium, UC Irvine, CA in February 2004.
- Invited talk The Fisk-Stratonovich-Yor scheme: estimation and hedging in Ito diffusions at Mathematics Colloquium, University Wisconsin, Milwaukee, WI in December 2003.
- Invited talk (jointly with Chris Hennessy) The value of waiting to invest under persistent shocks at Finance Seminar, Haas School of Business, UC Berkeley, CA in September 2003.
- Invited talk The Fisk-Stratonovich-Yor scheme and estimation of Ito’s MLE at Probability Colloquium, UC Santa Barbara, CA in January 2003.
- Invited talk Maximum likelihood estimation for fractional diffusions at Statistics Colloquium, George Washington University, DC in March 2002.
- Invited talk Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions at Statistics Colloquium, Yale University, CT in April 2001.
- Invited talk Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions at Southeast Missouri State University, MO in March 2001.
- Invited talk Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions at Olin School of Business, Washington University, MO in February 2001.
- Invited talk Higher order approximate likelihood based asymptotics for discretetely observed nonlinear diffusions at Mathematics Colloquium, Kettering University, MI in January 2001.
- Invited talk Bernstein- von Mises theorem and Bayes estimation for parabolic SPDEs at Workshop on SPDEs, Copenhagen, Denmark in January 2001.
- Invited talk Maximum likelihood estimation of fractional diffusions at Econometrics Seminar, Princeton University, NJ in November 2000.
- Invited talk Asymptotics for discretely observed diffusions based on approximate likelihoods at Statistics Seminar, University of Copenhagen Talk in May 2000.
- Invited talk Fractional stochastic calculus and maximum likelihood estimation in stochastic differential equations driven by fractional Brownian motion at Probability Seminar, University of Cambridge, England in March 2000.
- Contributed talk Parameter estimation in discretely observed diffusion processes at Bernoulli Society Conference, Indian Statistical Institute, Calcutta in January 1998.
Conference/Session Organization
