What is Mathematical Finance about?
As part of the Early Stream program
Surely you have asked this question?
Meetings of the project will give everyone who is interested an idea about both the industrial applications of mathematical finance 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:
For 2nd year students of the Faculty of Mechanics and Mathematics of Moscow State University, active participation in lectures and seminars of the project is part of the selection for a joint specialization of the Vega Institute Foundation and the Faculty of Mechanics and Mathematics.
Detailed information about the rules and selection criteria will be published on the website of the specialization - "Mathematical Finance - Stochastics and Economics".
Surely you have asked this question?
Meetings of the project will give everyone who is interested an idea about both the industrial applications of mathematical finance 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.
For 2nd year students of the Faculty of Mechanics and Mathematics of Moscow State University, active participation in lectures and seminars of the project is part of the selection for a joint specialization of the Vega Institute Foundation and the Faculty of Mechanics and Mathematics.
Detailed information about the rules and selection criteria will be published on the website of the specialization - "Mathematical Finance - Stochastics and Economics".
Schedule is subject to change
Language: Russian
Format: online
SCHEDULE FOR THE SPRING SEMESTER'23
Wed February 22, 18:30-20:05/ Lecture
Kirill KLIMOV
Cand.Sci. in Phys. and Maths, Managing Director of the Quantitative Finance Group of VTB Bank, Chief Executive Officer of the Vega Institute Foundation
Who are ''quants''?
Introduction to cryptocurrencies and blockchain
Mon February 27, 20:10-21:40/ Seminar
Fellow of the Foundation, student of the 2nd year of the master's program at the CMC MSU
Basic concepts required in financial mathematics
Thu March 02, 18:10-19:40/ Lecture
Rostislav BEREZOVSKY
Hash CIB, Head of research
Decentralized exchanges
Sat March 11, 18:00-19:30 / Lecture
Stanislav SHAPOSHNIKOV
Doctor of Physical and Mathematical Sciences, Professor of Moscow State University
Viscosity solutions of differential equations
Mon March 13, 20:10-21:40/ Seminar
Dmitry SOTNIKOV
Fellow of the Foundation, student of the 2nd year of the master's program at the CMC MSU
Optimal management: several illustrations
Thu March 16, 18:30-19:40/ Lecture
Kirill KLIMOV
Cand.Sci. in Phys. and Maths, Managing Director of the Quantitative Finance Group of VTB Bank, Chief Executive Officer of the Vega Institute Foundation
Algorithmic trading and client market making
Thu March 23, 18:30-19:40 / Lecture
Sergey SHELYAGIN
An expert with 15 years of experience in various areas of the financial industry, participated in the implementation of e-commerce systems, led the department for promoting technological products and services of the Moscow Exchange
How does HFT work?
Thu March 30, 18:30-19:40 / Lecture
Mikhail URUSOV
Cand.Sci. in Phys. and Maths, Professor Duisburg-Essen
Anna OBIZHAEVA
Finance Ph.D., Professor, Director of the NES Master of Finance program
Market impact models
Mon April 3, 20:10-21:40/ Seminar
Dmitry SOTNIKOV
Fellow of the Foundation, student of the 2nd year of the master's program at the CMC MSU
Optimization and market impact models
Thu April 06, 18:30-19:40/ Lecture
Kirill KLIMOV
Cand.Sci. in Phys. and Maths, Managing Director of the Quantitative Finance Group of VTB Bank, Chief Executive Officer of the Vega Institute Foundation
Derivatives. Pricing and hedging
Mon April 10, 20:10-21:40/ Seminar
Dmitry SOTNIKOV
Fellow of the Foundation, student of the 2nd year of the master's program at the CMC MSU
Introduction into models of financial mathematics
Thu April 13, 18:30-19:40/ Lecture
Mikhail ZHITLUKHIN
Cand.Sci. in Phys. and Maths, PhD Economics, senior researcher at the Steklov Mathematical Institute of RAS
Option pricing models
Mon April 17, 20:10-21:40/ Seminar
Dmitry SOTNIKOV
Fellow of the Foundation, student of the 2nd year of the master's program at the CMC MSU
Option pricing approaches
Thu April 20, 18:30-19:40/ Lecture
Representatives of the industry
to be confirmed
Derivatives trading from a trader's point of view
FALL SEMESTER'22 - ARCHIVE
Kirill KLIMOV ,
Cand.Sci. in Phys. and Maths, Managing Director of the Quantitative Finance Group of VTB Bank, Chief Executive Officer of the Vega Institute Foundation
Academician, Doctor of Economics, Director of the Moscow School of Economics of the Moscow State University
About pure economic theory
Anton BELYAKOV ,
Cand.Sci. in Phys. and Maths, Ph.D. in Economics, Associate Professor, Deputy Head of the Department of General Economic Theory of the Moscow School of Economics of the Moscow State University
Elements of Investment Theory in Macroeconomics
Cand.Sci. in Phys. and Maths, Managing Director of the Quantitative Finance Group of VTB Bank, Chief Executive Officer of the Vega Institute Foundation
Corporate investment bank through the eyes of a quanta/ trader of exotic
Aleksandr NEKIPELOV ,Academician, Doctor of Economics, Director of the Moscow School of Economics of the Moscow State University
About pure economic theory
Anton BELYAKOV ,
Cand.Sci. in Phys. and Maths, Ph.D. in Economics, Associate Professor, Deputy Head of the Department of General Economic Theory of the Moscow School of Economics of the Moscow State University
Elements of Investment Theory in Macroeconomics
Andrey LEONIDOV ,
Doctor of Physical and Mathematical Sciences, Head of the Laboratory for Mathematical Modeling of Complex Systems, Department of Theoretical Physics, Leading Researcher of the Lebedev Physical Institute of the Russian Academy of Sciences, Professor of the Department of Discrete Mathematics of the School of Applied Mathematics of the Moscow Institute of Physics and Technology
Theoretical Aspects of Artificial Intelligence
Andrey LEONIDOV ,
Doctor of Physical and Mathematical Sciences, Head of the Laboratory for Mathematical Modeling of Complex Systems, Department of Theoretical Physics, Leading Researcher of the Lebedev Physical Institute of the Russian Academy of Sciences, Professor of the Department of Discrete Mathematics of the School of Applied Mathematics of the Moscow Institute of Physics and Technology
Modeling financial markets
You can watch the meetings that took place earlier within the project in the playlist of the Foundation's channel.