Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation, at 2006 North American Winter Meeting of the Econometric Society, Boston, January 6-8, 2006.

Modeling Financial Security Returns Using Levy Processes, at Henry B. Tippie College of Business, University of Iowa, January 20, 2006.

Investor Irrationality and the Nasdaq Bubble, at University of Illinois at Urbana-Champaign, January 26, 2006.

Modeling Financial Security Returns Using Levy Processes (slides), at Credit Suisse, March 15, 2006.

Systematic Movements in Macroeconomic Releases and the Term Structure of Interest Rates (slides), at 2006 European Finance Association meetings, Zurich, Switzerland, August 25, 2006.

Discussion on "Explaining the Level of Credit Spreads: Option-implied Jump Risk Premia in a Firm Value Model," by Cremers, Driessen, and Maenhout, at 2006 European Finance Association meetings, Zurich, Switzerland, August 25, 2006.

Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation (slides), at Credit Derivative Symposium, Fordham Graduate School of Business, New York, September 29, 2006.

Optimal Investment in Variance Swaps Under Stochastic Volatility, at Baruch Brown Bag, October 3, 2006.

Optimal Investment in Variance Swaps Under Stochastic Volatility (slides), at Owen Graduate School of Management, Vanderbilt University, October 6, 2006.

Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation (slides), at Susquehanna International Group, Philadelphia, November 9, 2006.

Economic risk and the term structure of interest rates and credit spreads (slides), at the New York Fed, November 16, 2006.

Design and Estimation of FX models for Derivative Pricing, at the Risk Conference on Pratcical Calibration and Implementation Techniques of Interest Rate and FX Modeling, New York, December 12, 2006.