
2010 Talks

A multifrequency
theory of the term structure of interest rates (slides), at Syracuse University,
January 29, 2010.

A multifrequency
theory of the term structure of interest rates (slides), at Risk seminar, Columbia
University, February 03, 2010.

A multifrequency
theory of the term structure of interest rates (slides), at Northwestern
University, February 25, 2010.

A multifrequency
theory of the term structure of interest rates (slides), at University of Chicago,
February 26, 2010.

A multifrequency
theory of the term structure of interest rates (slides), at University of Zurich,
March 22, 2010.

Leverage effect,
volatility feedback, and selfexciting market disruptions:
Disentangling the multidimensional variations in S&P 500 Index
options (slides), Conference
on ``Latest developments in heavytailed distributions,'' Brussels,
March 2627, 2010.

A
simple robust link between American puts and credit insurance (slides) A multifrequency theory of the
term structure of interest rates (slides) Ziff Brothers Investments,
April 2, 2010.

A multifrequency
theory of the term structure of interest rates (slides), Workshop on
Financial Econometrics, Toronto, April 2324, 2010.

A multifrequency
theory of the term structure of interest rates (slides), The Third Triple Crown
Conference, Rutgers, New Jersey, April 30, 2010.

Leverage effect,
volatility feedback, and selfexciting market disruptions:
Disentangling the multidimensional variations in S&P 500 Index
options (slides), Recent
Developments in Derivatives Pricing: A Special Event Honoring Dilip
Madan, Courant Institute, New York University, June 19, 2010.

Anchoring Corporate Credit
Spreads to Firm Fundamentals (slides), 2010 BaruchSWUFE Accounting
Conference, Chengdu, June 26, 2010.

Leverage effect,
volatility feedback, and selfexciting market disruptions:
Disentangling the multidimensional variations in S&P 500 Index
options (slides), 2010 China
International Conference in Finance, Beijing, July 5, 2010.

A multifrequency
theory of the term structure of interest rates (slides), Cheung Kong Graduate
School of Business, July 9, 2010.

A multifrequency
theory of the term structure of interest rates (slides), FGV/EBAPE  Escola
Brasileira de Administração Pública e de Empresas, Rio de Janeiro,
Brazil, July 9, 2010.

Leverage effect,
volatility feedback, and selfexciting market disruptions:
Disentangling the multidimensional variations in S&P 500 Index
options (slides), the 10th
Annual Meeting of the Brazilian Finance Society, Sao Paulo, July 30,
2010.

A new simple approach
for constructing implied volatility surfaces (slides), Baruch Brown Bag, New York,
September 14, 2010.

Simple robust hedging
with nearby contracts (slides),
McMaster University, Hamilton, Ontario, Canada, September 28,
2010.

A new simple approach
for constructing implied volatility surfaces (slides), Fields Institute, Toronto,
Canada, September 29, 2010.

Simple robust hedging
with nearby contracts (slides),
Worcester Polytechnic Institute, October 22, 2010.
By year

