"Teaching Randomness as a Computtional Tool in an Ever-Changing and Chaotic Istanbul"

Faculty Luncheon Series, Florida State University, March 20, 2018.

"Sensitivity and Robustness of Financial Models"

Joint Mathematics Meetings, San Diego, American Mathematical Society, San Diego, CA, January 2018.

"Global Sensitivity Analysis and Model Robustness"

AMS Sectional Meeting, Indiana University, Bloomington, American Mathematical Society, Bloomington, IN, April 2017.

"Introduction to QMC Methods, QMC techniques for problems in finance, and randomized QMC"

Graz Summer School on Applications of Quasi-Monte Carlo methods, Graz University of Technology, Graz, Austria, June 12-14, 2017.

"The acceptance-rejection method for low-discrepancy sequences and GPU computing"

Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, KU Leuven, Leuven, Belgium, April 10, 2014;

and

Seminar talk, Department of Mathematics, Bahcesehir University, Istanbul, Turkey, April 14, 2014.

“The Story of RASRAP”

Colloquium talk, Department of Mathematics, Bogazici University, Istanbul, Turkey, October 10, 2012.

“Sensitivity analysis, model reduction, and model robustness”

Seminar talk, Department of Mathematics, Bahcesehir University, Istanbul, Turkey, October 9, 2012;

and

Invited talk, Workshop on Advances in Computational Mathematics and Engineering, In honor of the contributions of M. Y. Hussaini, Florida State University, September 28, 2012.

“Uniform point sets and the collision test”

International Conference on Applied and Computational Mathematics, Tenth Anniversary of the Foundation of the Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey, October 6, 2012.

“Monte Carlo and randomized quasi-Monte Carlo Methods on GPU”

Modeling of High-Frequency Data in Finance, Stevens Institute of Technology, Hoboken, New Jersey, July 2012.

“Putting randomness back in quasi-Monte Carlo”

Colloquium talk, Department of Statistics, FSU, October 2011.

“Randomly permuted and random-started Halton sequences”

9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, University of Warsaw, Warsaw, Poland. 2010.

“Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?”

Seminar talk, University of Florida, Gainesville, FL, October 27, 2008.

“Monte Carlo, quasi-Monte Carlo, and Variance Reduction Techniques in Financial Applications”

Seminar talk, School of Business Administration, Bilkent University, Ankara, Turkey, May 30, 2008.

“Variance Reduction Techniques in Monte Carlo Pricing of Financial Derivatives”

Colloquium Talk, Department of Mathematics, Bahcesehir University, Istanbul, Turkey, May 23, 2008.

“Transformation methods and error bounds for low-discrepancy sequences in pricing derivatives”

Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey, April 26, 2008.

“Parameterization based on randomized quasi-Monte Carlo methods"

First International Workshop on Parallel and Distributed Computing in Finance, IEEE International Parallel & Distributed Processing Symposium, Miami, FL, April 18, 2008.

“Solving Linear Systems using (quasi) Monte Carlo Methods”

Department of Mathematics, University of California Irvine, November 21, 2007.

“Quasi-Monte Carlo Error Bounds for Financial Derivatives”

Joint Applied Math/Math Finance Seminar, Department of Mathematics, University of Southern California, November 19, 2007.

“High dimensional simulation in derivative pricing”

American Mathematical Society Spring Southeastern Meeting, Florida International University, April 1, 2006.

“Randomized quasi-Monte Carlo Methods in Pricing Securities”

5th IMACS Seminar on Monte Carlo Methods, Florida State University, May 16, 2005.

“What is Financial Engineering?”

Invited talk, Robert Morris University, January 28, 2005.

“Solving Math Problems by Gambling! Random Numbers, Monte Carlo Methods, and Quasi-Monte Carlo Methods”

Undergraduate Colloquium Series, Ball State University, November 20, 2003.

“A Survey of Hybrid-Monte Carlo Methods”

4th IMACS Seminar on Monte Carlo Methods, MCM-2003, Weierstrass Institute of Applied Analysis and Stochastics, Berlin, Germany, 15-19 September 2003.

“Randomized quasi-Monte Carlo simulation with applications to computational finance”

5th EURO/INFORMS Joint International Meeting, Istanbul, Turkey, July 6-10, 2003.

"Monte Carlo and quasi-Monte Carlo Methods in Computational Finance and their Parallel Implementation"

Department of Mathematics and Statistics, and Department of Computer Science & Systems Analysis Colloquium, Miami University, April 10, 2003.

"The Complexity of Monte Carlo Solution of Linear Equations"

Fifth International Conference On Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, National University of Singapore, Singapore, November 25-28, 2002

"Monte Carlo Methods in Computational Finance"

22nd Annual Fall Mathematics Symposium, Western Kentucky University, October 19, 2002

"The Adventures of Happy Harry: A Talk about Randomness"

Undergraduate Colloquium Series, Ball State University, April 11, 2002.

"Randomized Quasi-Monte Carlo Methods in Option Pricing"

Southern California Probability Symposium, University of California at Irvine, Nov 10-11, 2001.

“Solving Large Linear Systems using Monte Carlo Methods”

Scientific Computing/ Computational Mathematics Program, Stanford University, February 5, 2001, and Department of Computer Science, University of California Santa Barbara, January 31, 2001.

"Parallel Quasi-Monte Carlo Applications on a Heterogeneous Cluster"

Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Hong Kong Baptist University, Hong Kong, China, November 27 - December 1, 2000.

"Monte Carlo, quasi-Monte Carlo, and hybrid-Monte Carlo Methods in Computational Finance: Their Current Use and Possible Future Directions"

Math Finance Seminar Series, University of Southern California, October 9, 2000.

"Random Sampling From Low-Discrepancy Sequences: Preliminary Report"

AMS Session on Numerical Analysis, Joint Mathematics Meetings, Washington, D.C, January 19-22, 2000.

"Lies and Statistics"

Undergraduate Colloquium Series, Ball State University, Fall 1999.

"High Dimensional Simulation"

Second IMACS Seminar on Monte Carlo Methods, Varna, Bulgaria, June 7-11, 1999.

"Latin Squares: A Thirty Minute Journey in Statistics, Algebra, and Coding Theory"

Undergraduate Colloquium Series, Ball State University, Spring 1999.

"Monte Carlo Methods and Mathematical Finance"

Series of three lectures at the Mathematical Finance Seminar, Ball State University, Fall 1998.

"Mixed (s,d) sequences: Theory and Applications"

Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Claremont Graduate University, Claremont, California, 22-26 June, 1998

"High Dimensional Simulation"

Workshop on High Performance Monte Carlo Tools, Stennis Space Center, Mississippi, April 24-25, 1998.

"The Mathematics Behind the Nobel Prize: The Black-Scholes-Merton Pricing Formula for Financial Options"

Department of Mathematical Sciences Colloquium Lectures, University of Alaska Fairbanks, February 19, 1998.

"Mathematical Simulation"

Math Club, University of Alaska Fairbanks, November 12, 1997.

"Error Estimation for Quasi-Monte Carlo Methods"

University of Alaska Fairbanks Statistics Seminar, October 2, 9 and 16, 1997.

"Applications of Hybrid-Monte Carlo Methods"

Arctic Region Super Computing User Forum, University of Alaska Fairbanks, October 13, 1997.

"Simulation in High Dimensions: Hybrid-Monte Carlo Methods with Applications to Numerical Integration and Mathematical Finance"

Department of Mathematical Sciences Colloquium Lectures, University of Alaska Fairbanks, September 25, 1997.

"Hybrid-Monte Carlo Methods"

Applied Mathematics Seminar, The Claremont Graduate School, April 14, 1997.

“Variation in the Measure Sense and Error Reduction Techniques in Quasi-Monte Carlo Integration”

Seminar on Monte Carlo and Quasi-Monte Carlo Methods, The Claremont Graduate School, February 1997.

"Discrepancy of Mixed(s,d) Sequences"

Seminar on Monte Carlo and Quasi-Monte Carlo Methods, The Claremont Graduate School, January 1997.

"A New Hybrid-Monte Carlo Method Applied To Problems from Mathematical Finance and Transport Theory"

Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, University of Salzburg, Austria, 9-12 July, 1996.