- Pathwise methods in Stochastic analysis
- Stochastic processes.
- Mathematical modeling in finance.
- Systemic risk and Financial stability
- Mathematical Foundations of Data Science
Semester on Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches (Isaac Newton Institute, Cambridge, Aug 19-Dec 19, 2014).
Winter School on Systemic Risk, Swiss Federal Institute of Technology (EPFL), Lausanne, Switzerland, 2017
2016 ESRB Conference on Systemic Risk Analytics, European Systemic Risk Board (ESRB), Helsinki, Finland, 2016
ESRB Second Annual Shadow banking workshop, European Systemic Risk Board (ESRB), Frankfurt, Germany, 2016
6th AMAMEF Conference: Advances in Mathematics of Finance, Banach Center, Warsaw, 2013
Plenary speaker, German-Polish Joint Conference on Probability, Nicolaus Copernicus University, Torun (Poland), 2013
UK Mathematical Finance Workshop 2013, Kings College, London, 2013
UK Mathematical Finance Workshop, Kings College, London, 2013
Plenary speaker, IMA Conference on Mathematics in Finance, Heriot-Watt University, Edinburgh, 2013
AHOI Workshop on Ambit Stochastics and Applications, Imperial College, London, 2013
Seminar: Central clearing of OTC derivatives: a systemic risk standpoint, Bank of England, London, 2013
Plenary speaker, Pragma High Frequency QuantFerence 2013, Pragma, New York, 2013
Seminar: Contagion and systemic risk in banking networks, Norges Bank (Central Bank of Norway), Oslo, 2013
Seminar: Functional Ito calculus and functional Kolmogorov equations, Dept of Mathematics, University of Oslo, Norway, 2013
Invited speaker: Conference on New tools for Financial Regulation, Banque de France, Paris, 2012
Keynote lecturer: School on systemic risk and Quantitative risk management, INRIA, Rocquencourt, France, 2012
Plenary speaker: Systemic Risk Conference, Frankfurt Institute for Advanced Studies, Frankfurt, 2012
Stochastic and PDE Methods in Financial Mathematics, University of Yerevan, Armenia, 2010