A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options
- 2010 FMA European Conference, Hamburg – Germany, June 2010.
- 17th Annual Conference of the Multinational Finance Society, Barcelona – Spain, June 2010.
- 42nd Annual Conference of Money, Macro, Finance Research Group, Lemesos – Cyprus, September 2010.
- 4th CSDA International Conference on Computational and Financial Econometrics, London – UK, December 2010.
- 9th Annual Conference of the Hellenic Finance and Account Association, Lemesos – Cyprus, December 2010.
Options Pricing Via Statistical Learning Techniques: The Support Vector Machines Approach
- 19th International Conference on Artificial Neural Networks, Limassol – Cyprus, September 2009.
- 3rd International Conference on Computational and Financial Econometrics, Limassol – Cyprus, October 2009.
Assessing Implied Volatility Functions on the S&P 500 Index Options
- 16th Annual Conference of the Multinational Finance Society, Rethymno, Crete – Greece, June 2009.
Generalized Parametric Functions for Options Pricing
- 5th International Conference on Computational Management Science, London – UK, March 2008.
- EFMA Open Forum Section (extensive presentation), Vienna – Austria, June 2007.
- FMA Conference, Barcelona – Spain, May 2007.
Nonparametric Methods for Enhanced Options Pricing
- EFMA Conference, Madrid – Spain, June 2006.
- 12th International Conference on Computing in Economics and Finance, Limassol – Cyprus, June 2006.
- 6th Conference on Contemporary Issues in Capital Markets and Financial Economics, Nicosia – Cyprus, May 2006.
Pricing and Trading European Options by Combining Artificial Neural Networks and Parametric Models with Implied Parameters
- FMA conference – doctoral student & regular sessions, Zurich – Switzerland, June 2004.
Option Pricing with Artificial Neural Networks and Implied Parameters
- International Conference on Artificial Neural Networks, Madrid – Spain, August 2002.
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