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