josef teichmann :: personal homepage at ETH Zurich

18th ÖMG Congress and Annual DMV Meeting, Innsbruck (Austria), 23.-27.9.2013, TBA.
Workshop PDE and Mathematical Finance, Stockholm (Sweden), 10.-14.6.2013, TBA.
Frontiers in Financial Mathematics 2013, Dublin (Ireland), 4.-7.6.2013, Stochastic Evolutions of term structures of option prices.
Seminar Bonn university (Stefan Ankirchner), Bonn (Germany), 16.5.2013, TBA.
Mini Course at Chebyshev Lab, St. Petersburg (Russia), 22.4.-25.4.2013, TBA.
ETH Imperial Workshop (Rama Cont), London (UK), 6.-8.3.2013, TBA.
Seminar Cambridge University, Cambridge (UK), 4.-5.3.2013, TBA.
Bachelier Colloquium 2013, Métabief (France), 13.-20.1.2013, Robust calibration of models in finance.
Vienna University (Christa Cuchiero), Vienna (Austria), 29.11.2012, Robust calibration.
Université de Franche-Comté (Juan-Pablo Ortega), Besançon (France), 22.11.2012, Robust calibration of models in finance.
Stochastic analysis with applications in biology, physics and finance, Festkolloquium in honour of Hans Föllmer, Berlin (Germany), 16.-17.11.2012, Robust calibration of models in finance.
University of Ulm (Wolfgang Arendt), Ulm (Germany), 26.10.2012, Stochastic evolutions of volatility surface processes.
PRisMa 2012 Vienna University of Technology, Vienna (Austria), 5.10.2012, Consistent Long-Term Interest Rate Prediction.
Workshop on Stochastics and PDE Methods in financial mathematics, Yerivan (Armenia), 7.-12.9.2012, Stochastic evolutions of volatility surface processes.
Quantitative Methods in Finance Conference (QMF) 2012, Cairns (Australia), 26.-30.6.2012, Stochastic evolutions of volatility surface processes.
Bachelier Finance Society 7th World Congress 2012, Sydney (Australia), 19.-22.6.2012, Quick Calibration of generic models.
Augsburg University (Dirk Blömker), Augsburg (Germany), 12.6.2012, Stochastic evolutions of volatility surface processes.
Ecole Polytechnique Fédérale de Lausanne (Robert Dalang), Lausanne (Switzerland), 4.-8.6.2012, A functional analytic setting for cubature methods.
Stochastic Analysis and Applications, University of Växjö (Sweden), 24.-25.5.2012, Robust Calibration and estimation of invariant parameters.
Universite d'Evry (Monique Jeanblanc), Evry (France), 3.5.2012, An SPDE-approach to peacocks.
Vienna University (Walter Schachermayer), Vienna (Austria), 30.4.2012, Some general ideas about small time asymptotics for affine processes.
Jahrestagung DAV, Stuttgart (Germany), 27.4.2012, Consistent Long-Term Yield Curve Prediction.
EPSRC Symposium Workshop - Stochastic Analysis and Stochastic PDEs, University of Warwick (UK), 16.-20.4.2012, Finite dimensional realization for the CNKK volatility surface model.
London School of Economics, London (UK), 15.3.2012, Finite dimensional realizations for the CNKK volatility surface model.
The Mathematics and Statistics of Quantitative Risk Management – Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach (Germany), 29.1.-4.2.2012, Risk management and No Arbitrage.
11th Winterschool on mathematical Finance, Lunteren (The Netherlands), 23.-25.1.2012, Finite dimensional Realizations for the CNKK volatility surface model.
Mathematik-Kolloquium Universität Innsbruck, Innsbruck (Austria), 17.1.2012, A functional analytic setting for cubature methods.
Quantitative Methods in Finance Conference (QMF) 2011, Sydney (Australia), 14.-17.12.2011, Finite dimensional Realizations for the CNKK volatility surface model.
Workshop, Chemnitz (Germany), 24.-25.11.2011, Finite dimensional Realizations for the CNKK volatility surface model.
Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs, Imperial College, London (UK), 27.-29.9.2011, Filtering of affine processes.
NIM 11 Workshop: Rough Paths and Numerical Integration Methods, Philipps-University, Marburg (Germany), 21.-23.9.2011, A functional analytic setting for cubature methods.
OR2011 Zurich, UZH, Zurich, 31.8.-2.9.2011, Filtering of affine processes.
Applied Dynamics and Geometric Mechanics – Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach (Germany), 14.-20.8.2011, Geometry of option price surface models.
MAN Institute Conference – LMS - EPSRC, Oxford (UK), 18.-22.7.2011, Malliavin Calculus (Analysis on Gaussian Spaces, Absolute continuity and regularity, The Hörmander Theorem).
DYNSTOCH 2011: Statistical Methods For Dynamical Stochastic Models, Heidelberg (Germany), 16.-18.6.2011, Finite dimensional realizations for the CNKK-volatility surface models.
7th Seminar on Stochastic Analysis, Random Fields and Applications, Centro Stefano Franscini, Ascona (Switzerland), 23.-27.5.2011, Affine Processes: theory and applications.
Recent Developments in Mathematical Finance in honour of Tomas Björk's 64th birthday, KTH Royal Institute of Technology, Stockholm (Sweden), 9.-10.5.2011, Recent progresses in the theory of affine processes.
Probability seminar NYU, New York, 02.05.2011, Affine processes on positive-semidefinite matrices.
Colloquium Talk, Rutgers University (New Jersey), 22.04.2011, Stochastically invariant manifolds for Jump diffusion on Hilbert space.
ORFE Colloquia, Princeton university (New Jersey), 26.04.2011, Filtering of affine processes.
Minerva Foundation Lectures, Columbia University, New York (USA), 19.-29.4.2011, Series of lectures on Affine Processes: Theory and Applications.
Swansea University (Prof. Niels Jacob), Swansea (UK), 24.-25.3.2011, Affine processes.
IMPACT-Workshop in honour of Peter Imkeller's 60th birthday, Berlin (Germany), 24.-26.2.2011, Recent progresses in the theory of affine processes.
Stochastic Analysis in Finance and Insurance – Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach (Germany), 23.-28.1.2011, Covariance matrix valued affine processes: theory and applications.
MAN Institute, Oxford (UK), 12.-21.1.2011, Affine processes.
Levy processes and their applications, Zürich (Switzerland), 13.-14.12.2010, Affine processes – theory, applications and numerics.
SIAM conference on financial mathematics and engineering, San Francisco (USA), 19.-20.11.2010, High Order Numerical Schemes for Affine Processes with Applications.
Talks in Financial and Insurance Mathematics, Zürich (Switzerland), 30.09.2010, A semigroup point of view on cubature formulas for S(P)DEs with applications to interest rate theory.
Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs, London (UK), 27.-29.09.2010, A semigroup point of view on cubature formulas for S(P)DEs with applications.
6th Bachelier Conference, Toronto (Canada), 22.-26.06.2010, Risk management, Arbitrage and Scenario generation for interest rates.
MAN Institute Workshop on robust techniques, Oxford (UK), 18.-19.03.2010, Discussion leader.
Bachelier Seminar, Paris (France), 12.03.2010, Covariance matrix valued affine processes – structure and numerics.
Topics on Leading-edge Numerical Procedures and Models, Tokyo (Japan), 16.-18.02.2010, Numerical Methods for Affine Processes Inspired by the Ninomiya-Victoir Scheme.
Workshop on Foundations of Mathematical Finance, Toronto (Canada), 11.01.2010, Matrix-valued affine processes – theory and applications.
BG/BRG Lienz, Lienz (Austria), 22.12.2009, Ein Streifzug durch die Geschichte der Finanzmathematik.
University of Vienna, Vienna (Austria), 18.12.2009, A dynamic approach to scenario generation for risk management.
Probability Seminar ETHZ, Zürich (Switzerland), 09.12.2009, (substitute for Martin Keller-Ressel), Affine processes.
Université de Strasbourg, Strasbourg (France), 20.11.2009, Positive matrix-valued affine processes.
OeMG-DMV congress 2009, Graz (Austria), 20.-25.09.2009, organisation of a session on actuarial mathematics and mathematical finance and a contributed talk on "A new approach to scenario generation for risk management".
Risk Day 2009, Zürich (Switzerland), 11.09.2009, A new approach to scenario generation for risk management.
Conference on Stochastic Differential Equations, Stochastic Partial Differential Equations and Related Topics, Manchester (UK), 24.-28.08.2009, Another approach to some classes of Rough and stochastic partial differential equations.
SPA 2009, Berlin (Germany), 27.-31.07.2009, organisation of a contributed session on simulated annealing and an invited session talk on "Rough partial differential equations and applications".
Central European Seminar, Eduard Cech Center, Mikulov (Czech Republic), 29.-30.05.2009, Rough partial differential equations and applications.
6th TU-Forum, TU Vienna, Vienna (Austria), 19.05.2009, Wirtschafts- und Finanzkrise: Woher kommt sie? Wohin kann sie führen?
Heath Lectures In Probability and Mathematical Finance, Pittsburgh (USA), 11.-16.05.2009, series of lectures, Introduction to Malliavin Calculus and its Applications.
Österreichische Gesellschaft für Operations Research, ISDS-Colloquium, Vienna (Austria), 20.04.2009, A new approach to scenario generation in risk management.
Third Conference on Numerical Methods in Finance, Marne-la-Vallée (France), 15.-17.04.2009, A new approach to SPDEs with applications to numerics in interest rate theory.
Workshop Finance and Insurance, Jena (Germany), 16.-20.03.2009, A new approach for scenario generation in risk management.
Spring School Finance and Insurance – Stochastic Analysis and Practical Methods, Jena (Germany), 08.-13.03.2009, invited lecture series (4 parts), A new approach to SPDEs with applications to mathematical Finance.
TU Vienna, Seminar Talk at START (together with Martin Keller-Ressel and Antonis Papapantoleon), Vienna (Austria), 29.01.2009, A new approach to LIBOR modeling.
Matheon Research Group-Workshop, TU Berlin, Berlin (Germany), 05.-06.12.2008, The Brody-Hughston SPDE of interest rate theory.
Probability Seminar, Lausanne (Switzerland), 28.11.2008, A new Approach to Stochastic Partial Differential Equations with Applications to Scenario Generation in Risk Management.
Special Semester on Stochastics with Emphasis on Finance – Workshop on Computational Methods with Applications in Finance, Insurance and the Life Sciences AND Stochastic Methods in Partial Differential Equations and Applications of Deterministic and Stochastic PDEs, RICAM Linz (Austria), 19.-21.11.2008, Numerical methods for SPDEs with applications to the HJM equation.
ETH Zurich, Seminar talk, Zürich (Switzerland), 07.11.2008, A new approach to stochastic partial differential equations with applications to mathematical finance.
Workshop on Optimal Transportation and Applications, Pisa (Italy), 03.-06.11.2008, SPDEs taking values in Wasserstein space.
Mathematical Finance and Stochastic Analysis Seminars, York (UK), 02.10.2008, invited lecture, A new approach to SPDEs without stochastic integration.
Stochastic Analysis Seminar, Warwick (UK), 01.10.2008, Numerical methods for SPDEs with applications to the HJM equation.
University of Bonn (Prof. Karl-Theodor Sturm), Bonn (Germany), 19.09.2008, Numerical methods for SPDEs with applications to the HJM equation.
Workshop on Finance and related Mathematical and Statistical Issues, Kyoto (Japan), 03.-06.09.2008, 2 lectures, Evaluation of the Heath-Jarrow-Morton equation by cubature methods for SPDEs, and: Natural OU-processes on Lie groups with applications to simulated annealing.
Summerschool 2008 – Stochastic Models of Complex Processes, Disentis (Switzerland), 20.-25.07.2008, invited lecture, SPDEs-Stochastic Partial Differential Equations and Applications to Term Structure Problems in Mathematical Finance.
Fifth World Congress of the Bachelier Finance Society, London (UK), 15.-19.07.2008, Talk in the recent results session about easy numerical schemes for the HJM equation.
TU Berlin (Prof. Peter Bank), Berlin (Germany), 09.-10.07.2008, Simulation of HJM models.
Thematic Day: New Perspectives on Malliavin Calculus, Centre de Recerca Matematica, Barcelona (Spain), 24.-26.06.2008, A new approach to SPDEs with applications to financial mathematics.
University of Lisbon, Lisbon (Portugal), 22.-24.06.2008, Natural OU-Processes.
Dublin City University, Dublin (Ireland), 15.05.2008, Simulation of HJM models.
University of Vienna, Vienna (Austria), 16.04.2008, Natural OU-processes on Lie groups with applications to simulated annealing algorithms in high dimensions.
Université de Franche-Comté Besançon (Prof. Juan-Pablo Ortega), Besançon (France), 10.-14.03.2008, Polynomial Processes.
TU Vienna, Seminar Talk at START, Vienna (Austria), 06.03.2008, How to calculate moments of affine processes easily.
University of Ljubljana (Prof. Matjaz Omladic), Ljubljana (Slovenia), 26.-27.02.2008, Natural OU-processes on Lie groups and applications to simulated annealing.
Cambridge University (Prof. Chris Rogers), Cambridge (UK), 11.-12.02.2008, Natural OU-processes on Lie groups and applications to simulated annealing.
Stochastic Analysis in Finance and Insurance, Oberwolfach (Germany), 27.01-01.02.2008, How to calculate moments for affine processes in a very easy way?
TU Vienna, Seminar Talk at START, Vienna (Austria), 29.11.2007, Cubature on Wiener Space in infinite dimensions.
Stochastic Partial Differential Equations (a program of the Mittag-Leffler Institute), Stockholm (Sweden), 18.-26.11.2007, Natural OU-processes on Lie groups with applications to simulated annealing.
Workshop "Stochastic Problems and Degenerate Elliptic Equations" at WPI, Vienna (Austria), 12.-14.11.2007, Natural OU-processes on Lie groups with applications to simulated annealing.
Complex Stochastic Systems: Discrete vs. Continuous, HIM, Bonn (Germany), 08.-12.10.2007, Natural OU-processes on Lie groups with applications to simulated annealing.
TU Vienna, Seminar Talk at START, Vienna (Austria), 04.10.2007, New Classes of OU-processes and applications to Optimization procedures.
Workshop "Optimal transportation structures, gradient flows and entropy methods for applied PDE's" at WPI, Vienna (Austria), 26.09.2007, Stochastic Differential Equations with values in Wasserstein Spaces.
Stochastic Partial Differential Equations (a program of the Mittag-Leffler Institute), Stockholm (Sweden), 10.-14.09.2007, Hypo-ellipticity in infinite dimensions.
University of Uppsala (Prof. Johan Tysk), Uppsala (Sweden), 15.09.2007, Convexity in Interest Rate Theory – some conceptual considerations.
PDE and Finance, Stockholm (Sweden), 20.-23.08.2007, Convexity Theorems in Interest Rate Theory.
TU Vienna, Seminar Talk at START, Vienna (Austria), 28.06.2007, An invitation to random Schrödinger operators V.
Stochastic Analysis and Related Fields, Toulouse (France), 19.-21.06.2007, Hypo-ellipticity in infinite dimensions.
TU Graz (Prof. Wolfgang Woess), Graz (Austria), 15.06.2007, Recombination of Cubature Formulas.
TU Vienna, Seminar Talk at START, Vienna (Austria), 14.06.2007, An invitation to random Schrödinger operators III.
TU Vienna, Seminar Talk at START, Vienna (Austria), 31.05.2007, An invitation to random Schrödinger operators II.
WPI-Workshop on Optimal Transport (organized by Marco di Francesco), Vienna (Austria), 09.-11.05.2007, Stochastic gradient Flows (Mini-course on invariant measures for Hilbert-space-valued SDEs).
AMAMEF-Conference Bedlewo, Bedlewo (Poland), 29.04.-05.05.2007, Convexity Propagation in Interest Rate Theory.
TU Vienna, Seminar Talk at START, Vienna (Austria), 26.04.2007, A heat kernel approach to Interest Rate Models.
University of Bonn (Prof. Karl-Theodor Sturm), Bonn (Germany), 12.-13.04.2007, Hypo-ellipticity in infinite dimensions.
University of Ljubljana (Prof. Matjaz Omladic), Ljubljana (Slovenia), 19.-23.02.2007, Recombination of Cubature Methods.
TU München, Seminar, München (Germany), 08.-09.02.2007, Deterministic Methods for the weak approximation of high-dimensional SDEs with Application to mathematical Finance.
TU Graz, Graz (Austria), 30.11.-02.12.2006, Weak and Strong Taylor Approximations for the Solution of Kolmogorov's Equation with Applications to Libor Market Models (joint work with Maria Siopacha).
Mathematisches Kolloquium of the University of Vienna, Vienna (Austria), 08.11.2006, Characterization of optimal transport plans for the Monge-Kantorovich-Problem.
Mathematisches Kolloquium at the University of Freiburg, Freiburg (Germany), 03.11.2006, Calculation of Greeks for Jump-Diffusion.
One-Day Workshop on Portfolio Risk Management, Vienna University of Technology, Vienna (Austria), 26.09.2006, Flexibility of OU-Interest Rate Models (pdf-version of the slides).
International Conference on Mathematical Finance and Related Topics, University of Kanazawa, Kanazawa (Japan), 21.-23.08.2006, How to make Cubature Formulas feasible?
Université de Bretagne Occidentale, Seminaire (Prof. Marc Quincampoix), Brest (France), 08.-18.07.2006, Existence Theorems for the Monge-Kantorovich-Problem.
AMAMEF Conference, Side (Turkey), 26.-29.04.2006, How to make Cubature formulas feasible?
Department of Mathematics, Mathematical Finance, ETH Zürich (Switzerland), 18.04.2006, Pricing and Hedging by Cubature Methods.
Workshop "Feynman-Kac Formulas and their Applications" at WPI, organized by Dr. Joszef Lörinczi, Vienna (Austria), 24.03.2006, Feynman-Kac Formulas in infinite dimensions.
WWTF-Workhop on Credit Risk and Risk Transfer, TU Vienna (Austria), 25.01.2006, Adaptive Recombination for Cubature Methods.
Seminar on Optimal Transportation (Prof. Peter Markovich, Prof. Walter Schachermayer), Research Group for Financial and Actuarial Mathematics, TU Vienna (Austria), 15.12.2005, Solution of a problem in Villani's book.
Workshop on Stochastic Analysis and Computational Finance, Institute for Mathematical Sciences Imperial College, London (UK), 10.-12.11.2005, Adaptive Recombination of Cubature Methods.
16. Internationaler Kongress der Österreichischen Mathematischen Gesellschaft, Jahrestagung der Deutschen Mathematiker-Vereinigung, Universität Klagenfurt, Klagenfurt (Austria), 18.-23.09.2005, Geometry of Interest Rates.
Workshop in PDE and Mathematical Finance, Mittag-Leffler Institute – KTH, Stockholm (Sweden), 15.-19.08.2005, Calculation of Greeks by Cubature Formulas.
TU Berlin (Prof. Alexander Schied), Quantitative Finance Seminar, Berlin (Germany), 07.-08.06.2005, Calculation of Greeks by Cubature Formulas.
Scuola Normale Superiore, TMR Workshop, Pisa (Italy), 23.-26.05.2005, Calculation of Greeks for Jump-Diffusions.
Developments in Quantitative Finance, Isaac Newton Institute, Cambridge (UK), 19.05.2005, Cubature Formulas on Wiener Space.
University of Cambridge, Cambridge (UK), 17.05.2005, Hypo-ellipticity in infinite dimensions with applications to interest rate theory.
RICAM, Linz (Austria), 29.04.2005, 10.05.2005, 13.05.2005, Mini-Lecture on Malliavin Calculus.
Workshop Stochastic Analysis and Applications in Finance, Leipzig (Germany), 20.-22.04.2005, Stochastic Analysis in infinite dimensions with Applications to Term Structure Models.
CREST (Prof. Nizar Touzi), Paris Malakoff (France), 29.11.-05.12.2004, Calculating the Greeks by Cubature Formulas (talk on 03.12.2004 in the Seminaire Louis Bachelier)
Austrian Working Group for Banking and Finance, 19. Workshop, Vienna (Austria), 26.-27.11.2004, Flexible complete Models with stochastic volatility generalising Hobson-Rogers (the slides of the talk as pdf-file: pdf-version.)
Université Paul Sabatier Toulouse 3 (Prof. Fabrice Baudoin), Toulouse (France), 15.-17.11.2004, Calcuating the Greeks by Cubature Formulas.
Evolution Equations for Deterministic and Stochastic Systems, Research Training Network HPRN-CT-2002-00281, Delft (Netherlands), 01.-05.06.2004, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.
Columbia University (Prof. Peter Bank), New York (USA), 19.02.2004, Flexible complete stochastic volatility models generalising Hobson-Rogers.
Courant Institute of Mathematics (Dr. Peter Friz), New York (USA), 20.02.2004, Canonical approximations of Brownian motion on nilpotent Lie groups.
Berlin Workshop on Mathematical Finance for Young Researchers, Berlin (Germany), 08.-10.01.2004, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.
Mathematisches Kolloquium (Prof. Christoph Kühn), Frankfurt (Germany), 28.11.2003, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.
Herbstschule des Graduiertenkollegs, Jena (Germany), 30.10.-03.11.2003, Interest Rate Theory (Lecture course).
EMS Mathematical Weekend, Lisboa (Portugal), 12.-14.09.2003, Hypo-ellipticity in infinite dimensions and applications to interest rate theory.
Blaise Pascal International Conference on Financial Modeling, Paris (France), 01.-03.07.2003, On the Geometry of the Term Structure of Interest Rates.
Evolution Equations for Deterministic and Stochastic Systems, Research Training Network HPRN-CT-2002-00281, Roscoff (France), 19.-23.05.2003, Interest Rate Theory (Lecture course).
University of Princeton, Operations Research and Financial Engineering (Prof. Damir Filipovic), Princeton (USA), 05.-11.05.2003, Hypo-ellipticity in infinite dimensions.
University of Zagreb, Department of mathematics (Prof. Zoran Vondracek), Zagreb (Croatia), 21.-26.04.2003, Hypo-ellipticity in infinite dimensions and an application to mathematical finance, Interest Rate Theory.
HYKE Conference (Prof. Norbert Mauser), Wien (Austria), 27.02.2003, PDEs in mathematical finance.
Seminaire Louis Bachelier, IHP, Paris (France), 07.03.2003, Are finite dimensional realizations a good concept for solutions of stochastic PDEs?
Université d'Evry (Prof. Anton Thalmaier), Evry (France), 20.02.2003, Geometry of Interest Rates and Frobenius Theorems.
CREST (Prof. Nizar Touzi), Paris Malakoff (France), 16.02.-11.03.2003, Interest Rate Theory (DEA Lecture Course).
Université Paris 6 (Prof. Laurence Carassus), Paris (France), 01.-28.02.2003, Geometry of Stochastic Evolution Equations.
Humboldt Universität zu Berlin – Bereich Stochastik (Prof. Peter Bank), Berlin (Germany), 17.-22.12.2002, Geometry of Interest Rates.
Austrian Working Group on Banking and Finance, Vienna (Austria), 29.-30.11.2002, Invariance problems for stochastic differential equations in infinite dimensions.
Institute of Mathematics, University of Vienna, Mathematisches Kolloquium (Prof. Harald Rindler), Vienna (Austria), 20.11.2002, Geometry of Interest Rates.
KTH Stockholm (Prof. Tomas Björk, Prof. Lars Svensson), Stockholm (Sweden), 23.-27.09.2002, Convenient Analysis and Frobenius Theorems (the slides of the talk as pdf-file: pdf-version), Geometry and Regularity of Finite Factor Models.
Satellite Conference of the ICM2002 on Stochastic Analysis, Beijing (China), 29.08.-03.09.2002, Geometry and Regularity of finite factor models for the Term structure of Interest Rates.
2nd World Congress of the Bachelier Finance Society, Crete (Greece), 12.-15.06.2002, On the Term Structure of Interest Rates.
Frankfurt MathFinance Workshop, Frankfurt (Germany), 03.-05.04.2002, On finite dimensional Term structure models.
CEREMADE, Paris Dauphine (Prof. Ivar Ekeland, Prof. Elyes Jouini) – Seminaire mathematiques de l'economie et de la finance, CREST – Paris I – Paris VII – Paris IX, Paris (France), 15.-22.03.2002, On the Term Structure of Interest Rates.
Theoretical Physics Section, KU Leuven (Michel Verschuere), Leuven (Belgium), 08.11.2001, Interest Rate Theory and Geometry.
Department of Mathematics, Mathematical Finance, ETH Zürich (Switzerland), 11.10.2001, Existence of invariant manifolds for stochastic equations in infinite dimensions.
Institute of Mathematics, University of Vienna (Prof. Peter Michor), 09.10.2001, Smooth Perfectness through decomposition of diffeomorphisms into fiber preserving ones.
15. ÖMG-Kongress, Jahrestagung der Deutschen Mathematikervereinigung, Vienna (Austria), 16.-22.09.2001, A Frobenius Theorem on convenient manifolds (Differential Geometry), Interest Rate Theory and Infinite dimensional Geometry (Financial Mathematics).
8th International Conference on Differential Geometry and its Applications, Opava (Czech Republic), 27.-31.08.2001, A Frobenius Theorem on convenient manifolds.
AMS-SMF Congress, Lyon (France), 17.-20.07.2001, Finite dimensional Realizations in HJM-framework.
Meeting on stochastic analysis, Berlin (Germany), 02.-06.07.2001, HJM-theory – Classification of finite factor models.
Workshop on Mathematical Finance, Polish Academy of Sciences, Bedlewo (Poland), 04.-09.06.2001, HJM-theory and finite dimensional realizations – the classification result
Warwick Symposium on Stochastic Partial Differential Equations and Related Topics – Infinite dimensional models in mathematical finance, University of Warwick (UK), 22.-26.05.2001, Interest rate models and infinite dimensional geometry – the classification result.
Department of Mathematics and Statistics, Columbia University New York (Prof. Ioannis Karatzas), 04.05.2001, Finite Dimensional Realizations in HJM-theory.
Institute of Mathematics, University of Vienna (Prof. Peter Michor), 24.04.2001, HJM-theory and infinite dimensional geometry – the classification result.
Department of Algebra and Geometry, Masaryk University Brno (Prof. Jan Slovak), Brno (Czech Republic), 28.02.2001, HJM-theory and infinite dimensional geometry.
21st Winter school on Geometry and Physics, Srni (Czech Republic), 13.-20.01.2001, HJM-theory and infinite dimensional geometry.
Institut für Finanzmathematik der Kepler Universität Linz (Prof. Gerhard Larcher), 18.12.2000, HJM-theory and infinite dimensional geometry.
Ecole d'été de Probabilités de Saint-Flour XXX, St. Flour (France), 16.08.-02.09.2000, Regularity of Lie groups
Infinite dimensional Lie groups in Geometry and Representation theory, Washington D.C. (USA), 2000 Howard Conference, 17.-21.08.2000, Regularity of Lie groups.
20th Winter school on Geometry and Physics, Srni (Czech Republic), 17.-22.01.2000, Lipschitz-metrizable Lie groups.
Conference on Geometry and Topology of Manifolds, Krynica Górska (Poland), 24.-29.04.1999, Lipschitz-metrizable Lie groups.
Mathematisches Kolloquium of the University of Vienna, Vienna (Austria), 17.03.1999, Convenient Hille-Yosida-Theory.
19th Winter school on Geometry and Physics, Srni (Czech Republic), 10.-17.01.1999, Convenient Hille-Yosida-Theory.