S. Stojanovic

In-house Training/Consulting:

• Optimal portfolios, risk premium, and pricing and hedging in incomplete markets – emphasis on interest rates and foreign exchange, 1 day presentation/discussion with the Quantitative Research Team – DRW Trading Group, Chicago, June 11, 2008.

Executive Training Courses Instructor for Incisive Media (RISK Magazine):

• Model Risk Management for FX, RISK Magazine Training (Incisive Media): Practical Approaches To Managing Model Risk, New York, June 9-10 2008.
• The latest in modeling of FX rates and FX derivatives I - Understanding FX Rates, RISK Magazine Training (Incisive Media): Modeling and Hedging using FX options, London March 10-11 2008 and New York March 13-14 2007.
• The latest in modeling of FX rates and FX derivatives II - FX Derivatives, RISK Magazine Training (Incisive Media): Modeling and Hedging using FX options, London March 10-11 2008 and New York March 13-14 2007.

• Interest Rate/FX Hybrids, Practical Calibration and Implementation Techniques for Interest Rate (and FX) Modeling, RISK Magazine Training (Incisive Media), December 6-7, 2007, New York. (http://www.incisive-events.com/public/showPage.html?page=im_events_irm2007_home&tempId=468201)
• Advanced Volatility Trading Risk Management Issues, Volatility Trading, RISK Magazine Training (Incisive Media), October 21 & 23, 2006, New York (http://db.riskwaters.com/public/showPage.html?page=im_events_volatility2006b_front&tempId=342320)

Executive Training courses Instructor for GARP (Global Association of Risk Professionals):

• Advanced Financial Engineering for Interest Rates, Equity, and FX, GARP, 17-18 September 2007, New York (http://www.garp.com/events/advancedfinance/)

• Equities, Derivatives, Risk Premium and Portfolio Optimization – quantitative pricing and hedging under stochastic volatility and stochastic interest rates, GARP, November 13 & 14, 2006, New York, and December 11 & 12, 2006, London (http://www.garp.com/events/stochasticvolatility/)

• Stochastic Volatility & Risk Premium - latest research and innovations in stochastic volatility & risk premium for pricing and hedging of equity, interest rate and other derivatives, via optimal portfolio theory, October 26 & 27, 2005, New York

• Stochastic Volatility & Risk Premium - pricing derivatives, hedging and optimal portfolio management, May 2 & 3, 2005, New York, and May 9 & 10, London

Talks (since 2004):

1. (forthcoming) Foreign exchange rates and foreign exchange derivatives: an optimal portfolio based theory and empirics, 3^rd General Advanced Mathematical Methods for Finance Conference, University of Pitesti, Pitesti, Romania, May 5- May 10, 2008.

2. Foreign exchange rates and foreign exchange derivatives: an optimal portfolio based theory, AMS 2008 Spring Central Section Meeting Bloomington, IN, April 5-6, 2008 (Saturday - Sunday) Meeting #1038, Special Session on Financial Mathematics.

3. Equity Valuation and Market Share Dynamics, Financial Mathematics Seminar, University of Cincinnati, November 7, 2007.

4. FX Rates, FX Derivatives, and why the Japanese Yen falls when investors ignore risks, Financial Mathematics Seminar, University of Cincinnati, October 3, 2007.

5. Foreign Exchange Rates and Foreign Exchange Derivatives, PDE & Finance, 2007 – Stockholm, Sweden, August 20-23, http://www.math.kth.se/pde_finance07/.

6. Stochastic Control Approach to Derivative Pricing and Hedging in Incomplete Markets Modeled by General Ito SDE Systems: An Overview and an Application in FX Derivatives, 2007 American Control Conference, July 11-13, 2007, Marriott Marquis Hotel at Times Square, New York City, USA.

7. Financial Engineering of Leveraged Buyouts in Incomplete Markets, Quant Congress USA 2007, July 11-13, 2007, Marriot Financial Centre, New York City, USA.

8. Risk Premium, pricing, and hedging of financial contracts: the case of agricultural (seasonal) commodity futures, Faculty of Agriculture, University of Belgrade, Serbia, December 6, 2006.

9. Neutral derivative pricing and hedging under multi-dimensional risks in incomplete markets: theory and applications, AMS Special Session on Financial and Actuarial Mathematics, organized by Stojanovic and Zhong, Cincinnati OH, October 21-22, 2006.

10. Derivative pricing and partial hedging under multi-dimensional risks in incomplete markets: theory and applications, Department of Mathematics, Tongji University, Shanghai, China, August 25, 2006.

11. The dividend puzzle unpuzzled, International Conference on Mathematical Finance and Related Topics, Kanazawa, Japan, August 21-23, 2006.

12. Higher dimensional fair option pricing and hedging under HARA and CARA utilities, 4^th World Congress of Bachelier Finance Society, Tokyo, Japan, August 17-20, 2006.

13. Pricing and Hedging in Multidimensional Incomplete Markets under Stochastic Interest Rates, Department of Mathematics, Ohio University, Athens, OH, June 2, 2006.

14. Pricing and Hedging in Multidimensional Incomplete Markets under Stochastic Interest Rates, Department of Mathematics and Statistics, Wright State University, Dayton, OH, May 19, 2006.

15. PDE Methods in Financial Modeling, 25th Annual SEARCDE in Dayton, Ohio, October 7-8, 2005.

16. Risk premium and fair option prices under stochastic volatility, GARP’s 6th Annual Risk Management Convention & Exhibition, February 1-2, 2005, New York City.

17. Pricing options under stochastic volatility: the complete solution, Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations, Juan-les-Pins, France, June 7-10, 2004.

18. Optimal portfolio series formula under dynamic appreciation rate uncertainty, IMA, University of Minnesota, May 19, 2004.

19. Pricing options under stochastic volatility: complete solution, IMA Workshop 8: Model Implementation, Algorithms and Software Issues, University of Minnesota, May 3-7, 2004.

20. Options Pricing, Portfolio Hedging, and Data Analysis, Part 1, 2, 3, and 4, IMA Short Course: Tools for Modeling and Data Analysis in Finance/Asset Pricing, March 29-April 2, 2004, Institute for Mathematics and Its Applications (IMA), University of Minnesota, Minneapolis, MN 55455.