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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;
• Algorithmic trading and market impact models;
• Derivatives and their pricing.
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.

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.