Teaching

Teaching

University of Illinois, Urbana-Champaign, Department of Mathematics,

University of Essex, Department of Mathematical Sciences,

Essex, United Kingdom. 

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University of Waterloo, Department of Statistics and Actuarial Science, 

Waterloo, Canada.

Actuarial Science: Introductory Financial Mathematics - Wintersemester 2020.

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University of Ibadan, First Summer School in Financial Mathematics,

Ibadan, Nigeria.

Nonlinear expectation and its financial applications, June 18-23, 2018

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Albert-Ludwigs-University of Freiburg, Department of Mathematical Stochastics, 

Freiburg, Germany.

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Bielefeld University, Institute for Mathematical Economics,

Bielefeld Germany.


Talks

 Black Heroes of Mathematics Conference, 4-5 October, 2022

 A framework for measure of risk under uncertainty.

     Parametric measures of variability induced by risk measures.

Non-Classical Affine Processes and their Financial Applications


  • University of Waterloo Seminar on Risk Management and Actuarial Science - June 26, 2020.
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Default Ambiguity


  • University of Waterloo, Waterloo Student Conference in Statistics, Actuarial Science and Finance - October 18-19, 2019 
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Credit risk under uncertainty


  • Albert-Ludwigs-University of Freiburg,  Freiburg-Vienna-Zurich Seminar, University Freiburg, Germany - October 4-5, 2018
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Nonlinear expectation and its financial applications


  •  University of Ibadan, First Summer School in Financial Mathematics , Ibandan, Nigeria -  June 18-23, 2018
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Affine processes under parameter uncertainty

  • Center for Mathematical Economics Bielefeld University, Bielefeld, October 24 2018
  • Stochastic Analysis, Insurance and Financial Mathematics, Accra, Ghana, August 20 - 24, 2018
  • Robust FinanceWorkshop, Freiburg Research Institute of Advanced Studies, Germany, May 18, 2018
  • African Institute for Mathematical Sciences, Ghana, January  24,  2018
  • Freiburg-Vienna-Zurich Seminar, University of Vienna, Austria, September 19,  2017
  • Freiburg-Sussex Seminar in Financial Mathematics, University of Freiburg, Germany, January 18, 2017
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Ambiguity in defaultable term structure models

  • Karlsruhe Seminar in Financial Mathematics, Karlsruhe Institute of Technology, Germany, July 21, 2017
  • Robust Methods in Probability and Finance, ICERM Brown University, Providence USA, June 19-23, 2017
  • Young Researcher Workshop on Robust Mathematical Finance, ETH Zurich, Switzerland, April 26-28, 2017
  • Imperial ETH Workshop on Mathematical Finance 2016, ETH Zurich, Switzerland, September 26-28, 2016
  • Financial and Insurance Mathematics, ETH Zurich, Switzerland, February 4, 2016
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Hyperfinite Construction of G-expectation

  • Bielefeld University, International Graduate College, Stochastic and Real World models, April 24, 2015
  • China-Germany Conference in Stochastic Analysis, University of Science and Technology China, Hefei, September 28, 2014
  • Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus, Bielefeld Graduate School in Theoretical Science Summer School, July 17, 2014
  • Weak approximation of G-expectation on a finite-state space Bielefeld University, International Graduate College, Stochastics and Real
  • World Models, November 13, 2013
  • Bielefeld University, Center for Mathematical Economics, November 26, 2013