Invited lectures:

  • CFM-Imperial Distinguished Lectures, London, November 2016 (slides)
  • Summer school on interactions between probabilities and PDEs, LIASFMA, AMSS, Beijing, July 2013
  • LARSyS Lecture Series in Engineering and Mathematics II, Lisbon, January 2012
  • Bachelier Course, with J.-M. Lasry, Institut Henri Poincaré, January 2009.

Talks at conferences:

  • Market microstructure: confronting many viewpoints, London, December 2019
  • Dynamics, Equations and Applications, Krakow, September 2019
  • Annual Meeting of ASSET 2017, Algiers, October 2017
  • International Conference on Computational Finance, Lisbon, September 2017
  • Journée SMAI-MODE : Optimisation, Jeux et Economie, Paris, May 2017
  • Market microstructure: confronting many viewpoints, Paris, December 2016
  • ​SIAM Conference on Financial Mathematics & Engineering, Austin, November 2016
  • Summer Workshop in Economic Theory (SWET), Paris 1, June 2016
  • Workshop "Économie des nouvelles données", Paris-Dauphine, November 2015
  • Market microstructure: confronting many viewpoints, Paris, December 2014
  • SIAM Financial Mathematics, Chicago, November 2014
  • New Trends in Optimal Control, Tours, June 2014
  • Stochastic Analysis in Finance and Insurance, Oberwolfach, May 2014
  • Global Derivatives, Amsterdam, May 2014
  • Workshop Trading and Microstructure, Collège de France, January 2014
  • Les Nouveaux Outils du Développement Durable, Université Paris Dauphine, October 2013
  • Global Derivatives 2013, Amsterdam, April 2013
  • Advances in Algo and HF trading, University College London, April 2013
  • 6th Financial Risks International Forum, March 2013
  • 5th Hedge Fund Research Conference (Discussant), January 2013
  • Workshop on Stochastic and PDE Methods in Financial Mathematics, Yerevan State University / American University of Armenia, September 2012
  • SIAM Conference on Financial Mathematics and Engineering, Minneapolis, July 2012  
  • European Conference on Complex Systems, Satellite workshop on Current trends in game theory, Vienna, September 2011
  • Workshop "Trading and Microstructure", Collège de France, September 2011
  • Informs Applied Probability Society Conference, Stockholm, July 2011
  • Workshop on Mean Field Games, Rome, May 2011
  • Workshop "Probabilités Numériques et Finance", Paris, March 2011
  • Financial Risks international Forum on Long Term Risks, Paris, March 2011
  • International Research Forum, The Hong Kong Polytechnic University, Hong Kong, December 2010
  • Workshop "Horizon Maths", EADS, November 2010
  • Workshop "Modélisation", Paris-7, November 2010
  • Workshop "Analyse non linéaire et EDP", ENS/P6/P7, November 2010
  • Minisymposium "Emerging Topics in Dynamical Systems and Partial Differential Equations" - DSPDE 2010, Barcelona, June 2010
  • Colloquium "Le financement du long terme : acteurs publics et investisseurs privés face aux nouveaux besoins d'investissement", Sciences-Po Aix-en-Provence, May 2010.
  • Printemps de la Chaire Finance et Développement Durable et du laboratoire FIME, April 2010
  • Workshop "Economie du changement climatique", Collège de France, February 2010.
  • Workshop "Weather Derivatives and Risk", Humboldt University, January 2010.
  • Workshop on new mathematical directions in economic modelling, University of Chicago, January 2010.
  • Workshop "Economie du changement climatique", Collège de France, November 2009.
  • Workshop "Défis actuels de la finance", Université Paris XIII, November 2009
  • Workshop "Calcul des Variations", Ceremade, Université Paris-Dauphine, November 2009.
  • Workshop "Trading and Microstructure", Collège de France, October 2009
  • Workshop "Kinetic and mean-field models in Socio-Economic Sciences", Edinburgh, July 2009.
  • Workshop "Optimization, Transport and Equilibrium in Economic”, Ecoles des Mines, July 2009
  • Printemps de la Chaire Finance et Développement Durable, Palais Brongniart, May 2009
  • Workshop "Trading and Microstructure", Collège de France, December  2008.
  • ​Printemps de la Chaire Finance et Développement Durable, Université Paris-Dauphine, March 2008.

Talks at seminars:

  • Bachelier Seminar, IHP, Paris, June 2019
  • Workshop "Finance Mathematique, Probabilités Numériques et Statistiques des Processus", LPSM, Paris, May 2019
  • Huawei/FSMP joint seminar, Paris, September 2018
  • Groupe de Travail: Finance mathématique, probabilités numériques et statistique des processus, INRIA-P7-Ponts, November 2017
  • Mathematical and Computational Finance Seminar, Oxford, November 2017
  • CSEF Seminar, Naples, March 2017
  • SAMM Seminar, Université Paris 1, March 2017
  • Labex ReFi seminar, ESCP, Paris, February 2017
  • Bachelier Seminar, IHP, Paris, October 2016
  • Applied Mathematics Seminar, Collège de France, Paris, June 2016
  • CFM Seminar, Paris, May 2016
  • Berlin Seminar on Stochastic Analysis and Stochastic Finance, Humboldt University, Berlin, November 2015
  • Séminaire thématique du LIED, June 2015
  • Séminaire Economie Théorique, Paris 1, April 2015
  • Bachelier Seminar, IHP, Paris, January 2015
  • Workshop "Finance Mathematique, Probabilités Numériques et Statistiques des Processus", LPMA, Paris, May 2014
  • Bachelier Seminar, IHP, Paris, March 2014
  • Imperial College London Finance & Stochastics seminar, October 2013
  • Bachelier Seminar, IHP, March 2013
  • Friday Seminar in Economics (organized by Roger Guesnerie), Collège de France, November 2012
  • Groupe de Travail "Mathématiques de la décision", GREMAQ, Toulouse, April 2012 
  • Seminar "Equazioni Differenziali e Applicazioni", Padova, February 2012 
  • Groupe de Travail "Modèles stochastiques en finance", Ecole Polytechnique, February 2012
  • Seminar "Évaluation d'actifs financiers et arbitrage", ENSAE, December 2011
  • Workshop Mathfi, CERMICS, Ecole Nationale des Ponts et Chaussées, November 2011
  • Workshop "Calcul des Variations", Ceremade, Université Paris-Dauphine, November 2011
  • Séminaire Parisien d'optimisation, October 2011
  • Finance Seminar, Ecole Centrale Paris, June 2011
  • Bachelier Seminar, Paris, April 2011
  • Seminar of the Laboratoire Jacques-Louis Lions, P6, October 2010
  • X-HEC seminar in Economic Theory, Ecole Polytechnique, February 2010
  • CEPN/LAGA Seminar, Université Paris XIII, March 2009.
  • Applied Mathematics Seminar, Collège de France, December 2008.

Supervisor for PhD Students

  • Jiang Pu, graduated from Ecole Polytechnique and ENSAE, co-supervised by H. Pham (Université Paris-Diderot). Jiang Pu is now Dr. Jiang Pu (the PhD defense occurred on Sept 25th 2017).
  • Iuliia Manziuk, graduated from Paris School of Economics.
  • Alexis Bismuth, graduated from UPMC and Université Paris-Saclay, co-supervised by J.-M. Martinez (CEA Saclay).
  • Philippe Bergault, graduated from Université Paris Dauphine et Université Paris-Diderot (M2MO).

Member of PhD defense committees

  • Pietro Fodra: "Modeling of the price microstructure and applications of stochastic control to algorithmic trading" (committee members: F. Abergel, A. Cartea, O. Guéant, C.-A. Lehalle, M. Ludkovski, H. Pham, M. Rosenbaum).
  • Pierre Blanc: "Effets de rétroaction en finance : applications à l'exécution optimale et aux modèles de volatilité" (committee members: A. Alfonsi, J.-P. Bouchaud, M. Crouhy, J. Gatheral, O. Guéant, B. Lapeyre, M. Rosenbaum).
  • Jiang Pu: "Contrôle optimal et applications en finance: exécution optimale, couverture d'options et choix de portefeuille" (committee members: A. Alfonsi, J.-F. Chassagneux, O. Guéant, J.-M. Lasry, H. Pham, A. Schied).
  • Antoine Kornprobst: "Financial crisis forecasts and applications to systematic trading strategies" (commitee members: M. Benzi, R. Cerqueti, C. Chorro, R. Douady, H. Gatfaoui, O. Guéant, S. Marmi, P. de Peretti).
  • Clément Goulet: "Signal Extractions with Applications in
    Finance" (commitee members: J.-F. Aujol, C. Chorro, H. Gatfaoui, O. Guéant, C. Merhy, P. de Peretti, G. Rotunda).
  • Marc Abeille: "Exploration-Exploitation with with Thompson sampling in linear systems" (commitee members: S. Agrawal, O. Guéant, A. Lazaric, R. Munos, E. Sérié, C. Szespevari).
  • Jean-Luc Coron: "Quelques exemples de jeux à champ moyen" (commitee members: Y. Achdou, O. Guéant, J.-M. Lasry, P.-L. Lions).
  • Fanirisoa Rahantamialisoa: "Integration of VIX information in GARCH option pricing models” (commitee members: G. Barone Adesi, M. Billio, C. Chorro, O. Guéant, J.-P. Ortega, P. de Peretti).

Associate editor of the following journals:

  • Applied Mathematical Finance

Referee reports written for the following journals:

  • Finance and Stochastics
  • Journal de Mathématiques Pures et Appliquées
  • SIAM Journal on Control and Optimization
  • Mathematical Finance
  • SIAM Journal of Financial Mathematics
  • Applied Mathematics and Optimization
  • International Journal of Theoretical and Applied Finance
  • Mathematics and Financial Economics
  • Comptes-Rendus Mathématiques (ex-CRAS)
  • Stochastic Systems
  • Market Microstructure and Liquidity
  • Journal of Optimization Theory and Application
  • Applied Mathematics Research Express
  • Annals of Applied Probabiltiy
  • ​Automatica
  • Gazette des Mathématiciens
  • Networks and Heterogenous Media
  • European Journal of Applied Mathematics
  • Philosophical Transactions A
  • Dynamic Games and Applications
  • Economic Theory
  • Journal of Public Economic Theory
  • Revue d'Economie Politique.