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Talks

 On this page you found a selection of my recent talks, some of them with additional information and slides.  

  • 16th Winter school on Mathematical Finance, Jan 2017, Lunteren, A new perspective on multiple yield curve models. Slides. (60 min - with many details but less general setting)
  • Bachelier Colloquium Jan 2017, Metabief. On a general approach to dynamical term structures. Slides.  
  • Paris Bachelier Seminar, Nov 2016, Institut Henri Poincaré, A new perspective on multiple yield curve models.
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  • 7th General AMaMeF and Swissquote Conference, Sep 2015, EPFL Lausanne.Term Structure Modeling beyond the intensity paradigm. Slides.

 

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