SLIDES

 
 "Pricing Interest Rate and Inflation Linked Hybrids"
 Presented at: Pricing Interest Rate Hybrids, London, 2006.
 .pdf

 "CMS Derivatives and Smile"
 Presented at: Pricing Interest Rate Hybrids, London, 2006.
 .pdf

 "Swaption Smile and CMS Adjustment"

 Presented at: Derivatives & Risk Management Europe, Monte Carlo, 2006.
 .pdf

 "Consistent Pricing and Hedging of FX Derivatives"

 Presented at: Quant Congress Europe 2005, London.
 .pdf

 "Pricing Inflation-Indexed Derivatives with Stochastic Volatility"

 Presented at: The 2nd Fixed Income Conference, Prague, 2005.
 .pdf

 "Pricing of Inflation-Indexed Derivatives"

 Presented at: WBS Fixed Income Conference, Prague, 2004.
 .pdf

 "Lognormal Mixture Smile Consistent Option Pricing"

 Presented at: Daiwa workshop on Financial Engineering, Tokyo, 2004.
 .pdf

 "An Analytically Tractable Uncertain Volatility Model"

 Presented at: Invito alla Finanza Matematica III, L'Aquila, 2003.
 .pdf

 "Pricing the Smile in a Forward LIBOR Market Model"

 Presented at: Quantitative Finance 2002, London.
 .pdf

 "Alternative Asset-Price Dynamics and Volatility Smile"

 Presented at: QMF, Sydney, 2001.
 .pdf