Talks
Mean-variance efficiency of corporate risk taking (slides, video), Virtual Workshop on Asset Pricing and Derivatives, March 10, 2026
Bootstrapping option risk premiums (slides), Derivatives and Asset Pricing Conference, Cozumel, February 28, 2026
Separate risk from optionality (slides), FMA Derivatives, Chicago, November 14-15, 2025
Bootstrapping option risk premiums (slides), City University of Hong Kong, November 4, 2025
Bootstrapping option risk premiums (slides), Conference in memory of David Bates, University of Iowa, October 10, 2025.
Cross-sectional variation of risk-targeting option portfolios (slides), FMA derivatives, Chicago, November 16, 2024
Finding value in the U.S. corporate bond market (slides), HEC Montreal, November 8, 2024
Finding value in the U.S. corporate bond market (slides), CUNY Brown Bag, New York, September 19, 2024
Common pricing of decentralized risk: A linear option pricing model, IAQF & Thalesians Seminar Series, New York, May 9, 2023.
Option pricing bottom up and top down, the Second Annual Faculty Research Symposium, Baruch College, March 24, 2023.
Option pricing bottom up and top down, Financial & Actuarial Series Seminar, Xi'an Jiaotong-Liverpool University, March 17, 2023.
Common pricing of decentralized risk: A linear option pricing model, Cancun Derivatives and Asset Pricing Conference 2023, March 2, 2023.
Common pricing of decentralized risk: A linear option pricing model (video), Virtual Derivatives Workshop, January 19, 2023.
Common pricing of decentralized risk: A linear option pricing model, Peter Carr Brooklyn Quant Experience Seminar Series, October 13, 2022.
Machine learning v structural modeling in finance, Jinan, China, September 25, 2022.
Option pricing bottom up and top down, Peter Carr Memorial Conference, New York University, June 3, 2022.