Time-Changed Levy processes, at Courant Institute, New York University, February 26, 2008.

Market pricing of economic risks and stock returns (slides), at Midwest Finance Association meetings, San Antonio, March 1, 2008.

A simple robust link between American puts and credit insurance (slides), at Finance Department Brown Bag Seminar, Baruch College, New York, March 4, 2008.

A simple robust link between American puts and credit insurance (slides), at Bloomberg, New York, March 12, 2008.

Hedging barriers (slides), at Risk Conference on Modeling and Hedging Using FX Options, New York, March 13, 2008.

A simple robust link between American puts and credit insurance (slides), at Quantitative Finance & Econometrics Seminar, New York University, March 31, 2008.

A simple robust link between American puts and credit insurance (slides), at JP Morgan Chase, New York, May 1, 2008.

A simple robust link between American puts and credit insurance (slides), at Stanford University, May 9, 2008.

A simple robust link between American puts and credit insurance (slides), at SoFiE (The Society for Financial Econometrics) Inaugural Conference, New York, June 4-6, 2008.

A simple robust link between American puts and credit insurance (slides), at Western Finance Association meetings, Waikoloa, Hawaii, June 22-25, 2008.

Computational challenges in option pricing, at Computational Finance Workshop, Shanghai, China, July 4, 2008.

A simple robust link between American puts and credit insurance (slides), at 2008 China International Conference in Finance, Dalian, China, July 5, 2008.

Credit default swaps, at Bloomberg Beijing office, Beijing, China, July 9, 2008.

Computational challenges in option pricing, at Supercomputing Center, Chinese Academy of Sciences, Beijing, China, July 9, 2008.

A simple robust link between American puts and credit insurance (slides), at Westin Hotel, Financial Street, Beijing, China, July 10, 2008.

Leverage effect, Volatility feedback, and self-exciting market disruptions: Disentangling the multi-dimensional variations in S&P 500 Index options at Conference on Implied Volatility Models, LA, October 10-11, 2008.

Risks and risk premiums, at Financial Markets Conference, Baruch College, October 23, 2008.

Leverage effect, Volatility feedback, and self-exciting market disruptions: Disentangling the multi-dimensional variations in S&P 500 Index options , at Toronto University, October 31, 2008.