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