Older talks, ...

• A. d’Aspremont, L. El Ghaoui, M. I. Jordan, G. R. G. Lanckriet "Sparse PCA with Applications in Finance"
  INFORMS annual meeting, San Francisco, November 2005 (slides in pdf).
  SIAM annual meeting, New Orleans, July 2005 (slides in pdf).
  Mathematical Finance Symposium, Purdue University, April 2005 (slides in pdf).
• A. d’Aspremont "Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices."
  Preprint on ArXiv: cs.CE/0407029, (local pdf file). IMA workshop on Risk-Management and Model Specification Issues in Finance.
  Proceedings to appear in IMA Volumes in Mathematics and its Applications.
• A. d’Aspremont "A Harmonic Analysis Solution to the Static Basket Arbitrage Problem."
  Preprint on ArXiv: math.OC/0309048, (local pdf file).
• A. d’Aspremont, N. Srebro "Maximum Margin Matrix Factorization using Smooth Semidefinite Optimization."
  INFORMS annual meeting, San Francisco, November 2005 (slides in pdf).
• A. d’Aspremont "Pricing Basket Options with an Eye on Swaptions"
  ORFE Stochastic Analysis Seminar, Sep. 2004 (slides in pdf).
• A. d’Aspremont "A Moment Approach to the Static Arbitrage Problem on Baskets."
  IMA Workshop on Risk Management and Model Specifications Issues in Finance, University of Minnesota, April 2004. (slides in pdf).
• A. d’Aspremont "Libor Market Model Calibration & Risk-Management."
  Petit déjeuner de la finance, Paris, Jan. 2004. (slides in pdf).
• A. d’Aspremont "A Semidefinite Representation for some Minimum Cardinality Problems."
  Proceedings, 42nd IEEE Conference on Decision and Control, Vol. 5, pp. 4985-4990, December 2003.
• A. d’Aspremont, L. El Ghaoui "Static Arbitrage Bounds on Basket Option Prices."
  INFORMS 2003, Atlanta, October 2003. (slides in pdf).
• A. d’Aspremont "Symmetric Cone Programming with Applications to Finance."
  Mathematical Finance satellite, A.M.A.M., Nice, February 2003. (slides in pdf).
• A. d’Aspremont "Risk Management Methods for the Market Model of Interest Rates Using Semidefinite Programming."
  Summer School on Modern Convex Optimization, CORE, U.C.L., Louvain, August 2002. (slides in pdf).
• A. d’Aspremont "Risk Management Methods for the Libor Market Model Using Semidefinite Programming."
  A.F.F.I. conference, Strasbourg, June 2002. (slides in pdf).
• A. d’Aspremont "Calibration of BGM Models by Semidefinite Programming."
  Journée sur la calibration, Frontières en Finance, Paris May 2002. (slides in pdf).
• A. d’Aspremont "Calibration et gestion des risques dans les modèles de taux par la programmation semidéfinie."
  Groupe de travail du GdR F.I.Q.A.M., École Polytechnique, Février 2002. (slides in pdf).