Len Patrick Garces

Len Patrick Garces

Lecturer in Quantitative Finance

Talks and Presentations

Invited Presentations

  1. Variable annuities: a closer look at ratchets, hybrid contract designs, and taxation, Institute of Insurance Studies, Ulm University, Ulm, Germany (May 2024)

  2. A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics, Mathematical Finance and Stochastic Analysis Seminar, Department of Mathematics, University of York, York, United Kingdom (July 2023)

  3. Variable annuities: a closer look at ratchets, hybrid contract designs, and taxation, CEPAR Longevity Risk Workshop, University of New South Wales, Sydney, Australia (Nov 2022)

  4. Affine mortality models with jumps: parameter estimation and forecasting, Research Centre for Longevity Risk, University of Amsterdam, Amsterdam, The Netherlands (Nov 2022)

  5. Affine mortality models with jumps: parameter estimation and forecasting, UNSW Risk and Actuarial Studies Seminar, University of New South Wales, Sydney, Australia (Oct 2022)

  6. Exchange option pricing under stochastic volatility and jump-diffusion dynamics, Centre for Industrial and Applied Mathematics (CIAM) Seminar, University of South Australia, Adelaide, Australia (Dec 2019)

  7. Hermite-Hadamard-type inequalities for convex-on-the-coordinates functions of two and three variables, School of Science and Engineering Awards for Outstanding Student Research, Ateneo de Manila University, Quezon City, Philippines (Mar 2014)

Contributed Talks

  1. Robust optimal investment and consumption strategies with constraints and stochastic environment, Quantitative Methods in Finance 2024, University of Technology Sydney, Sydney, Australia (Dec 2024)

  2. Variable annuities: a closer look at ratchets, hybrid contract designs, and taxation, 31st Colloquium on Pensions and Retirement Research, University of New South Wales, Sydney, Australia (Dec 2023)

  3. Variable annuities: a closer look at ratchets, hybrid contract designs, and taxation, 26th International Congress on Insurance: Mathematics and Economics (IME 2023), Heriot-Watt University, Edinburgh, Scotland, United Kingdom (Jul 2023)

  4. Affine mortality models with jumps: Parameter estimation and forecasting, 2023 International Congress of Actuaries, International Convention Centre, Sydney, Australia (May 2023)

  5. A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics, 66th Annual Meeting of the Australian Mathematical Society, University of New South Wales, Sydney, Australia (Dec 2022)

  6. Affine mortality models with jumps: Parameter estimation and forecasting, 30th Colloquium on Pensions and Retirement Research, University of New South Wales, Sydney, Australia (Dec 2022)

  7. Affine mortality models with jumps: Parameter estimation and forecasting, 2022 Australasian Actuarial Education and Research Symposium (AAERS 2022), Australian National University, Canberra, Australia (Nov 2022)

  8. Affine mortality models with jumps: Parameter estimation and forecasting, 25th International Congress on Insurance: Mathematics and Economics (IME 2022), online (Jul 2022)

  9. Regression-based approaches for simulation meta-modelling in the presence of heterogeneity and correlation, 24th International Congress on Modelling and Simulation (MODSIM 2021), International Convention Centre, Sydney, Australia (hybrid) (Dec 2021)

  10. A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics, 10th General Advanced Mathematical Methods for Finance (AMaMeF) Conference, online (Jun 2021)

  11. Put-call transformation of the exchange option problem under stochastic volatility and jump-diffusion dynamics, Bernoulli-IMS One World Symposium 2020, online (Aug 2020)

  12. Exchange option pricing under stochastic volatility and jump-diffusion dynamics, Quantitative Methods in Finance 2019 Conference, Sydney, Australia (Dec 2019)

  13. Eigenvalue bounds for the finite-state birth-death process intensity matrix, 2018 Mathematical Society of the Philippines Annual Convention, Clark, Pampanga, Philippines (May 2018)

  14. Calculator-aided instruction in calculus and financial mathematics, 2016 Mathematical Society of the Philippines Annual Convention, Cebu City, Philippines (May 2016)

  15. Estimating Philippine Dealing System Treasury reference rate yield curves using a state-space representation of the Nelson-Siegel model, The 2nd International Conference on Computing, Mathematics and Statistics (iCMS 2015), Langkawi Island, Malaysia (Nov 2015)