Current Projects

Luxury Assets and Tangible Investments: Diamonds, Paintings, and Prime Real Estate
Land Valuation
Agricultural Commodities and Feeding the Planet
Water as the Next Commodity
Weather Derivatives and Emissions as Examples of Incomplete Markets
Forward Curve Dynamics and Theory of Storage
Crude Oil and Refined Products, Gas, Electricity
Asset Management in Energy and Mining Companies
Coal, Shipping and Freight
Valuation of Physical Assets in the Commodity Industry
Asset Price Modeling with Pure Jump (Levy) Processes
High-Frequency Data and Trading Volume in Commodity Markets
Hedge Funds Management and Risk Measures
Property Derivatives

Recent talks

Invited Speaker at the 2017 Eastern Conference on Mathematical Finance, Columbia University, November 2017
Keynote Speaker at the conference ‘Global Derivatives USA,’ Chicago, November 2017
Keynote Speaker at 2nd Annual ‘Mining Investment Central & South America,’ Panama, September 2017
Invited Speaker at the Workshop on Finance & Insurance, Institute of Mathematical Sciences meeting, July 2017
Keynote Speaker at the conference ‘Engineering and Infrastructure for Africa’, Marrakech, May 2017
Invited Speaker at world conference on ‘Global Derivatives’, Barcelona, May 2017
Contributed talk at the 9th World Congress of the Bachelier Finance Society, New York, July 2016
Contributed talk at the conference ‘Energy Finance’, ESSEC, France, June 2016
Invited Speaker at the conference ‘Commodities and Finance’, La Sapienza and Luiss Universities, June 2016
Invited Speaker by the Borsa Italia at the Universal Exhibition Expo 2015 ‘Feeding the Planet, Energy for the World’, Milan, June 2015
Invited Speaker at ‘Global Derivatives and Risk Management’, Amsterdam, May 2015
Invited Speaker at the conference ‘Advanced Modelling in Mathematical Finance’, Kiel University, May 2015
Keynote Speaker at the launching of the Panama Diamond Exchange (PDE), Panama City, April 2015
Invited Speaker at the roundtable on ‘US Crude Oil and Natural Gas’ at The Chatham House, London, October 2014
Invited Speaker at the ‘Family Office Investment Summit’, The Dorchester, London, September 2014
Keynote Speaker at the ‘8th Bachelier Finance Society World Congress’, Brussels, June 2014
Invited Speaker at ‘Commodities & Finance ISS’, Rome Sapienza and Luiss, June 2014
Workshop (single speaker) for the Chicago Mercantile Exchange ‘Avoiding Exchanges’ Collapses’, Chicago, January 2014
Invited Speaker at ‘Global Derivatives USA’, Chicago, November 2014, November 2013
Invited Speaker at ‘Congres de la Cooperation Agricole’, Paris, December 2013
Invited Speaker at the ‘Conference on Risk Management in the Banking Industry’, HEC, Montreal, November 2013
Invited Speaker at ‘CAIA London Chapter’, Commodities Event, London, September 2013
Keynote Speaker at the conference ‘Financialization of Commodities Markets’, CEPS Task Force of the European Commission, Brussels, September 2013
Plenary Speaker at ‘the SIRE, University of Glasgow & St Andrews Conference on “Finance and Commodities”’, University of St Andrews, July 2013
Invited Speaker at ‘UK Mathematical Finance Workshop’, King’s College London, June 2013
Keynote Speaker at ‘Commodity Investment World Asia 2013’, Singapore, March 2013
Invited Speaker at ‘Global Derivatives USA, Chicago’, November 2012
Invited Speaker at the CRU and Simon Fraser Institute ‘Mining Business Risks Summit’, Toronto, October 2012
Keynote Speaker at the Vale-sponsored Conference on ‘Economics and Econometrics of Commodity Prices’, Getulia Vargas Foundation, Rio de Janeiro, August 2012
Invited Speaker at the Informa Conference on ‘Price Risk Management in Agricultural Markets’, London, July 2012
Invited Speaker at the ‘Invivo Conference Agriculture and Finance’, Paris, June 2012
Invited Speaker at the ‘World Gold Council Summit for Wealth Management’, Moderator Gillian Tett, London, June 2012
Invited Speaker at the ‘Euromoney Food and Finance Conference’, London, May 2012
Keynote Speaker at the ‘World Copper Conference’, Santiago, Chile, April 2012
Invited Speaker at the ‘Global Derivatives Conference’, Barcelona, April 2012
Invited Speaker at the ‘Conference Global Derivatives USA’, Chicago, November 2011
Invited Speaker at the ‘World Commodities Week’, London, October 2011
Distinguished Speaker at the ‘Swiss Financial Market Supervisory Authority Meeting’, Interlaken, September 2011
Invited Speaker at the ‘Conference New Commodity Markets’, Oxford-Man Institute of Quantitative Finance, Oxford, June 2011
Invited Speaker at the ‘Family Office Investment Summit’, London, May 2011
Invited Speaker at the ‘Global Forum on Commodities’, United Nations, Geneva, January 2011
Keynote Speaker at the ‘Conference on Commodities’, Academy of Sciences of Heidelberg, July 2010
Keynote Speaker at ‘Energy Risk’, Houston, May 2010
Invited Speaker at ‘ICBI Global derivatives’, Paris, May 2010
Invited Speaker at the ‘Conference Current Developments in Valuation and Hedging in Incomplete Markets’, Cass Business School, April 2010
Guest Speaker at the ‘Industrial-Academic Forum on Commodities’, Fields Institute, April 2010
Invited Speaker at the ‘Bundesbank Workshop on Regulation’, Frankfurt, March 2010
‘Wilmar-International Public Lecture on Commodities’, Singapore Management University, January 2010
Keynote Speaker on ‘Agricultural Commodities’, Palais de la Bourse, October 2009
Keynote Speaker at ‘Energy Forum’, Rome, May 2009
Invited Speaker at a ‘Conference on Financial Engineering’, Georgia Tech, Atlanta, April 2009
Invited Speaker on ‘Mathematical Finance’, Fields Institute, Toronto, March 2009
Organizer of ‘Rencontres Probabilistes à l’occasion du 60ème Anniversaire de Marc Yor’, Conference in honor of Marc Yor’s 60th birthday, Paris, June 2009
Invited Speaker at ‘Global Derivatives and Risk Management’, Paris, May 2008
Keynote Speaker for the ‘Association of Mining Companies’, Santiago de Chile, November 2007
Invited speaker for ‘TOTAL annual Seminar- Bougival’, France, October 2007
Invited Speaker at the ‘Commodities Week Europe 2007 Conference’, London, October 2007