3rd International Summer School started its workOn Sunday, August 21, the opening ceremony of the annual summer school in financial mathematics for senior students took place in the Kochubey training center (Pushkin, St. Petersburg). The event is held by the Vega Institute Foundation. Leading Russian and foreign experts are invited to the school as lecturers. 40 participants from 6 cities of Russia have arrived to the school.
At the opening, Kirill Y. Klimov, Chief Executive Officer of the Foundation, Yury M. Kabanov, Scientific Director of the Foundation, Deputy Chief Executive Officer of the Foundation Marianna N. Prutovykh, and one of the invited lecturers, professor of the Moscow State University 'M. V. Lomonosov', Stanislav V. Shaposhnikov, delivered a welcoming speech.
During the week, from August 22 to 27, the participants will study complex interesting topics from financial mathematics under the guidance of lecturers of the school:
- Miryana Grigorova (University of Warwick): Non-linear Dynkin games with applications to pricing, hedging and risk management;
- Mikhail Zhitlukhin (V. A. Steklov Mathematical Institute RAS): Fast computations in Python with applications in financial mathematics;
- Vasily Kolokoltsov (Moscow State University 'M. V. Lomonosov', Professor Emeritus of the University of Warwick): Introduction to the duality of Markov processes with applications in finance and actuarial science;
- Stanislav Shaposhnikov (Moscow State University 'M. V. Lomonosov'): Superposition principle for probabilistic solutions of the Fokker-Planck-Kolmogorov equation.
The special guest of the school Academician of the Russian Academy of Sciences, Doctor of Physical and Mathematical Sciences, Honored Professor of the Moscow State University 'M. V. Lomonosov', head of the Department of Probability Theory Albert N. Shiryaev will give several lectures on the topic "Brownian motion and the Wiener measure".
After the lecture hours, the participants work together under the lectures material, discussing parts that tricky to understand.
An extensive cultural program is also planned after lecture hours.
On September 11, the Fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities. You can register for the course until October 9 inclusive.More
In the period from February 24 to February 26, a scientific trip took place near Yaroslavl for the first time, timed to coincide with the reporting events of student research groups following the results of the fall semester.More
On Sunday, December 11, the opening of the 2nd Chernomorskaya School of Financial Mathematics for students of Russian universities took place, it will be held in a unique quantaton format. The school was co-organized by the Vega Institute Foundation and Sirius University.More
On Thursday, November 17, Chief Executive Officer, Head of Quantitative research of VTB Bank, Candidate of Physical and Mathematical Sciences Kirill Klimov will open a series of review lectures for 2nd year students of the Faculty of Mechanics and Mathematics of Moscow State University.More
On Wednesday, October 19, the first meeting was held as part of the regular Seminar of the Department of Probability Theory of the Lomonosov Moscow State University, organized with the support of the Vega Institute Foundation.More
In the fall semester 2022, 5 student research groups will conduct their work under the guidance of leading experts from the scientific world and industry. 37 selected students became members of the groups. Competition in groups reached 2 people per place.<br>More
On Saturday, September 24, as part of the upcoming selection campaign, a series of meetings-presentations of student research groups of the Vega Institute Foundation will be held, which are designed to help students decide on their choice of research.More
On September 03, 2022, the fall cycle of special courses of the Vega Institute Foundation in fundamental mathematics and mathematical finance starts. Courses are held online, with free access for students of Russian universities.More