August 2005:

Introduction to Pricing and Hedging in Continuous Time

October 2005:

Volatility Time Scales and Perturbations

November 2005:

Default and Stochastic Volatility

November 2005:

Variance Reduction Techniques

July 2006:

SIAM-Boston-06

July 2008:

Kyoto 1-2, Kyoto 3, Kyoto 4, Kyoto 5, Kyoto 6,
Tokyo

February 2009:

Short Maturity Asymptotics

March 2009:

Stock Betas from Skews of Implied Vols