Recent seminar presentations:

Filtering equations for sufficient statistics in two-dimensional disorder problems for exponential families of Lévy processes.
Seminar on Data Analysis and Modeling. Albert-Ludwigs University of Freiburg (July 2010).

Constructing of Lévy driven analogues of diffusions.
Program Visitors Seminar Series. Fields Institute Toronto (June 2010).

Discounted optimal stopping for diffusions: free-boundary versus martingale approach.
Séminaire de Bachelier. Henri Poincaré Institute (November 2009).

Discounted optimal stopping for diffusions: free-boundary versus martingale approach.
Séminaire d'Analyse et Probabilités. University of Evry-Val-d’Essonne (November 2009).

Perpetual American options in models with default risk and random dividends.
Seminar for Probability. Swiss Federal Institute of Technology in Lausanne (EPFL) (April 2009).

Valuation of American options in models with two risky assets and stochastic interest rates.
Seminar for Actuarial and Financial Mathematics. Swiss Federal Institute of Technology in Zürich (ETHZ) (March 2009).

About some two-dimensional optimal stopping problems.
Seminar on Stochastic Control and Financial Mathematics. University of Kaiserslautern (December 2008).

Perpetual American options under partial information.
Seminar on Stochastic Control and Financial Mathematics. University of Karlsruhe (December 2008).

Perpetual American options in models with default risk.
Seminar on Stochastic Finance. University of Ulm (December 2008).

About some two-dimensional optimal stopping problems.
Seminar on Data Analysis and Modeling. Albert Ludwig University of Freiburg (July 2008).

Filtration immersions and default times in multi-dimensional credit risk models.
Seminar for Stochastic Analysis and Stochastics of Financial Markets. Humboldt University of Berlin (July 2008).

Perpetual American options in models with stochastic interest rates and volatility.
Séminaire de Bachelier. Henri Poincaré Institute (April 2008).

Valuation of American options in jump-diffusion models.
Seminar for Discrete and Applicable Mathematics. London School of Economics (November 2007).

Optimal stopping under incomplete information.
Seminar for Financial Mathematics. Johann Radon Institute Linz (August 2007).

Constructing jump analogues of diffusions and applications to finance.
Seminar for Actuarial and Financial Mathematics. Vienna University of Technology (June 2007).

Valuation of American options in jump-diffusion models.
Seminar for Mathematical Economics. University of Bielefeld (May 2007).

Valuation of American options in jump-diffusion models.
Department of Mathematics. London School of Economics (March 2007).

Pricing perpetual options in jump-diffusion models.
Mathematisches Kolloquium. University of Dortmund (February 2007).

Bayesian sequential testing and disorder problems for some diffusion processes.
Seminar for Statistics. University of Cambridge (January 2007).

Perpetual options in jump-diffusion models: barrier, lookback and credit options.
Risk and Stochastics Seminar. London School of Economics and Political Science (January 2007).

Convertible bonds in structural and reduced form models.
Seminar for Finance. Imperial College London (January 2007).

Constructing jump analogues of diffusions and applications to finance.
Financial Mathematics and Applied Probability Seminar. King’s College London (January 2007).

About construction of jump analogues of diffusion processes.
Stochastics Seminar. University of Helsinki (October 2006).

Pricing and hedging perpetual American options in jump-diffusion models.
Mathematik-Kolloquium. Technical University of Braunschweig (June 2006).

Optimal switching problems in jump-diffusion models.
Seminar for Stochastic Finance. University of Marne-la-Vallée (May 2006).

Perpetual American options in jump-diffusion models.
Séminaire de Bachelier. Henri Poincaré Institute (May 2006).

About construction of jump analogues of diffusion processes.
Séminaire de Finance et Stochastique. University of Evry-val-d’Essonne (May 2006).

Markovian short rates in term structure models driven by multidimensional Lévy processes.
Stochastic Seminar. Albert Ludwigs University of Freiburg (April 2006).

Perpetual options in jump-diffusion models: barrier, credit, lookback and switching options.
Seminar for Stochastics and Financial Markets. Technical University of Berlin (February 2006).

Perpetual options in jump-diffusion models: barrier, credit, lookback and switching options.
Seminar for Finance and Insurance. Technical University of Munich (December 2005).

Optimal stopping problems in jump-diffusion models (Part I, Part II).
Seminar for Stochastic Delay Differential Equations. Humboldt University of Berlin (February 2005).

Perpetual options and convertible bonds in jump-diffusion models.
Wissenschaflicher Vortrag. Weierstrass Insitute for Applied Analysis and Stochastics (WIAS) Berlin (February 2005).

Perpetual options and convertible bonds in jump-diffusion models.
Seminar for Stochastics and Financial Markets. Humboldt University of Berlin (February 2005).

Optimal stopping problems in jump-diffusion models.
Frankfurter MathFinance Colloquium. Johann Wolfgang Goethe University of Frankfurt am Main (September 2004).

Optimal stopping problems with finite time horizon.
Seminar for Stochastic Finance. Swiss Federal Institute of Technology Zürich (ETHZ) (June 2004).