No. |
Year |
Type |
Paper presented |
Hosting Institution |
1 |
Apr 2020 |
Seminar |
Empirical studies on Short-Sales ban |
AIFMRM |
2 |
Oct 2020 |
Seminar |
Empirical studies on Short-Sales ban |
UNAM |
3 |
Nov 2019 |
Seminar |
Forecasting commodity markets volatility: HAR or Rough? |
CFM (UOW) |
4 |
Sept 2019 |
Seminar |
Short-sell ban |
UTS Maths Colloquium |
5 |
May 2019 |
Seminar |
Term structure of roll-over risks |
School of Mathematics (UTS) |
6 |
April 2019 |
Seminar |
Regime Switching Rough Heston Model |
University of Cape Town (UCT) |
7 |
Feb 2009 |
Seminar |
A Consistent Stochastic model of the Term structure of IRS |
Reserve Bank of Australia |
8 |
Feb 2019 |
Seminar |
Term structure of roll-over risks |
CFM (UOW) |
9 |
Dec 2018 |
QMF2018 |
Regime Switching Rough Heston Model |
University of Technology Sydney (UTS), QFRC |
10 |
Oct 2018 |
Seminar |
A Consistent Stochastic model of the Term structure of IRS |
Commonwealth Bank of Australia |
11 |
Aug 2018 |
AVOCADO |
Term structure of rollover risk |
University of Newcastle, Australia |
12 |
16-20 Jul 2018 |
10th Bachelier Finance Congress |
Regime Switching Rough Heston Model |
Trinity College, Dublin, Ireland |
13 |
Jun 2018 |
AMSI Optimize |
On Numerical Methods for Spread Options |
University of Melbourne, Australia |
14 |
May 2018 |
Seminar |
A Consistent Stochastic model of the Term structure of IRS |
Center for financial Mathematics (UoW) |
15 |
Apr 2018 |
Seminar |
Regime Switching Rough Heston Model |
School of Mathematics (UTS) |
16 |
Mar 2018 |
Value |
Regime Switching Rough Heston Model |
Dipartimento di Mathematica, Padova - Italy |
17 |
Jan 2018 |
QFW 2018 |
Regime Switching Rough Heston Model |
University of Rome Tre, Italy |
18 |
Dec 2017 |
Value |
On Numerical Methods for spread options |
University of Technology Sydney (UTS), QFRC |
19 |
Nov 2017 |
PhD Conference |
A Consistent Stochastic model of the Term structure of IRS |
UTS Business School |
20 |
Aug 2017 |
MIF 2017 |
A Consistent Stochastic model of the Term structure of IRS |
University of Pretoria, Kruger National Park |
21 |
Aug 2017 |
Seminar |
On Numerical Methods for spread options |
Department of Mathematics, University of Namibia |
22 |
Aug 2017 |
Seminar |
A Consistent Stochastic model of the Term structure of IRS |
Bank of Namibia, Windhoek |
23 |
Aug 2017 |
Team Challenge |
Rough volatility |
University of Cape Town, ACQUFRR |
24 |
Nov 2015 |
SAMSA |
HJM with jumps |
University of Namibia |
25 |
Aug 2014 |
MIF 2014 |
Valuation Methods for the Levy HJM models |
University of Pretoria, Kruger National Park |
26 |
Jun 2014 |
Seminar |
Levy Term Structure Modeling |
Department of Mathematics, Stellenbosch University |
27 |
Feb 2014 |
AIMS Summer School |
- |
AIMS, South Africa |
28 |
Feb 2013 |
AIMS Summer School |
- |
AIMS, South Africa |
29 |
Jun 2012 |
Conference |
Approximation of real-valued functions |
University of Ubeda, Spain |
30 |
Sep 2012 |
Conference |
Approximation of real-valued functions |
University of Pretoria, South Africa |
31 |
Sep 2011 |
Conference |
Example of an Endomorphism |
Department of mathematics, University of Namibia |
32 |
Oct 2010 |
Science Challenge |
Simulation of Laplacian and Fourian |
Faculty of Science, University of Namibia |