June 2016 - Bloomberg Buy-Side Forum, Australia. Selecting the Best Strategy - Making Sense of Data for Actionable Insights
June 2016 - Bloomberg Buy-Side Forum, Hong Kong. Selecting the Best Strategy - Making Sense of Data for Actionable Insights
May 2016 - TraderForum Asia Annual Meeting & Equity Trading Summit, Institutional Investors, Hong Kong. Quantifying Trading Style by Profiling Execution Risk and Alpha
Nov 2015 - TradeTech Asia 2015, Singapore
Sep 2015 - Australia FIX Conference 2015. Developments in Algorithmic Trading and Real-Time Analytics
June 2015: Bloomberg Buy-Side Forum, Singapore. Life of a Trade: Analyze Every Step of the Way
June 2015 - TraderForum Asia Annual Meeting & Equity Trading Summit, Institutional Investors, Hong Kong. Liquidity Events - the Auctions in Asia
January 2011 - Mathematical Finance and Probability Seminars, Rutgers University, New Jersey, USA. Default intensities implied by CDO spreads: inversion formula and model calibration
December 2010 - International Conference on Applied Statistics and Financial Mathematics, The Hong Kong Polytechnic University, Hong Kong. Risk management of credit default swap portfolios
November 2010 - SIAM Conference on Financial Mathematics and Engineering, San Francisco, USA. Risk management of credit default swap portfolios
June 2010 - Columbia-Oxford Risk Summit 2010, New York, USA. Default intensities implied by CDO spreads: inversion formula and model calibration
May 2010 - Fields Institute Workshop on Financial Derivatives and Risk Management, Toronto, Canada. Default intensities implied by CDO spreads: inversion formula and model calibration
January 2010 - SEEM, Chinese University of Hong Kong, Hong Kong. Default intensities implied by CDO spreads: inversion formula and model calibration
December 2009 - Department of Finance, Chinese University of Hong Kong, Hong Kong. Dynamic hedging of portfolio credit derivatives
October 2009 - INFORMS Annual Meeting 2009, San Diego, CA, USA. Default intensities implied by CDO spreads: inversion formula and model calibration
October 2009 - Seminar at Université d'Evry, France. Default intensities implied by CDO spreads: inversion formula and model calibration
October 2009 - Séminaire Bachelier, Paris, France. Dynamic hedging of portfolio credit derivatives
April 2009 - PhD Seminar Series, Decision, Risk and Operations Division, Columbia University, New York, USA. A closed-form formula for the local intensity and its application to calibration
March 2009 - The Second International Financial Research Forum: Risk Management and Financial Crisis, Paris, France. Dynamic hedging of portfolio credit derivatives
February 2009 - Mathematical Finance Seminar, The Courant Institute of Mathematical Sciences, New York, USA. Dynamic hedging of portfolio credit derivatives
November 2008 - SIAM Conference on Financial Mathematics and Engineering, New Jersey, USA. Dynamic hedging of portfolio credit derivatives
October 2008 - INFORMS Annual Meeting 2008, Washington D.C., USA. Dynamic hedging of portfolio credit derivatives
June 2008 - International Workshop: Credit Risk, Universite d'Evry Val d'Essonne, Evry, France. Dynamic hedging of portfolio credit derivatives