What is Mathematical Finance about?On Wednesday, February 22, a new project starts as part of the Early Stream program. As part of the project, representatives of the industry and the academic community will talk about how knowledge of fundamental mathematics can be applied to finance.
The the project name “What is Mathematical Finance about?” was given by the students of our partner faculty - Faculty of Mechanics and Mathematics, who, being in their 2nd year and choosing a specialization, are looking for answers and opportunities to talk simply about complex things.
Meetings within the framework of the project will give everyone who is interested an idea about both the industrial applications of financial mathematics and fundamental mathematics and the mathematical models used.
We will talk in general about the profession of a “quant”, and also, to illustrate with examples of the application of theory in practice, we will dive into three thematic blocks in more detail:
• Cryptocurrencies and stochastic optimal control;The series of meetings will open on Wednesday, February 22, with a speech by the Chief Executive Officer of the Foundation, Managing Director of the Quantitative Finance Group of VTB Bank, Candidate of Physical and Mathematical Sciences Kirill Klimov.
• Algorithmic trading and market impact models;
• Derivatives and their pricing.
You can register for the lecture cycle on the project page.
At the end of April, students will be selected for the joint specialization of the Vega Institute Foundation and the Faculty of Mechanics and Mathematics “Mathematical Finance - Stochastics and Economics”.
For attending lectures and active participation in the Early Stream, students who wish to study for a specialization will receive additional points to the final assessment during selection. Detailed information about the rules and selection criteria will be published on the website of the specialization.
Questions about the Early Stream program and specialization can be asked in the Telegram channel of the Foundation's educational programs.
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 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. 40 participants from 6 cities of Russia have arrived to the school.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