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 self-exciting market disruptions: Disentangling the multi-dimensional variations in S&P 500 Index options (slides), Conference on ``Latest developments in heavy-tailed distributions,'' Brussels, March 26-27, 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 23-24, 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 self-exciting market disruptions: Disentangling the multi-dimensional 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 Baruch-SWUFE Accounting Conference, Chengdu, June 26, 2010.

Leverage effect, volatility feedback, and self-exciting market disruptions: Disentangling the multi-dimensional 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 self-exciting market disruptions: Disentangling the multi-dimensional 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.