Mean Field Games

• Fields Institute August 2013 MFG_Slides

High Frequency Financial Models

• Princeton June 2013 (RTG Summer School) Lecture I, Lecture II, Lecture III, Lecture IV, Lecture V
• Purdue June 2012 (ASA-IMS Meeting) Lecture I, Lecture II, Lecture III, Lecture IV

Energy / Commodities

• Fields Institute August 2013 Financialization_Slides
• Oxford OMI September 2011 Lecture I, Lecture II
• Munich, February 2009 Lecture I, Lecture II, Lecture III
• Banff, May 2007 Lecture I, Lecture II, Lecture III