Vega Institute Foundation

Video report of the 2nd International Summer School in Mathematical Finance

The 2nd Summer School in Mathematical Finance, organized by Vega Institute Foundation, was held from August 23 to September 3, 2021

Vega Institute Foundation announces fall curriculum 2021/2022

The program is intended for senior students. Anyone can submit application at Foundation’s website.

Congratulations to the winners of the scholarship competition

About us

Vega Institute Foundation for Advancement of Science is a joint project of Lomonosov Moscow State University and VTB Group.

Courses
2021

Advanced Monte Carlo Methods

Details Start: September 23, 2021 Recommended for: 5-6th year of Specialist’s program 1-2nd year of Master’s program Teachers Pierre Del Moral Evgeny Bobrov

Market Impact and Models of Algorithmic and High-Frequency Trading

Details Start: September 20, 2021 Recommended for: 5-6th year of Specialist’s program 1-2nd year of Master’s program Teachers Mikhail Urusov Fedor Dementiev

Optimal Transport and Its Applications

Details Start: September 22, 2021 Recommended for: 4-6th year of Specialist’s program 4th year of Bachelor’s program 1-2nd year of Master’s program Teachers Alexander Kolesnikov Evgeny Kolosov

Machine Learning Algorithms

Details Start: September 22, 2021 Recommended for: 3-4th year of Specialist’s program 3-4th year of Bachelor’s program Teachers Victor Kitov Victor Antipov

All courses

News

All news

02 october The opening of the Financial Mathematics Global Seminar 2020/2021

23 september Video report of the 2nd International Summer School in Mathematical Finance

The 2nd Summer School in Mathematical Finance, organized by Vega Institute Foundation, was held from August 23 to September 3, 2021.

20 september Meeting of the scholarship recipients of the Vega Institute Foundation

The meeting of the Foundation’s scholarship recipients was held on September 17. During the meeting, members of the Board of Directors and the Foundation’s administration offered their congratulations to the competition’s winners, and presented them with scholarships, gifts and letters from the Foundation’s Scientific Director Yuri Kabanov.

06 september Key takeaways of the 2nd International Summer School in Financial Mathematics

<p> The closing ceremony of the 2nd International Summer School in Mathematical Finance took place on September 3. <br> <br> </p>

23 august The opening of the 2nd International Summer School in Mathematical Finance

18 august Participants of the 2nd International Summer School in Financial Mathematics have been selected

10 august Deadline for applications to the 2nd International Summer School in Mathematical Finance has been extended to August 18

25 july Applications for the 2nd International Summer School in Mathematical Finance are now accepted

09 july Vega Institute Foundation extends acceptance of scholarship applications to July 16

30 june Vega Institute Foundation announces scholarship program

03 june Broadcast of the Summer School at Edinburgh

In preparation of the Summer School, Vega Institute Foundation announces a live broadcast of the annual European School of Mathematics which will be held in Edinburgh, Scotland.

24 may Vega Institute reflects on the Global Seminar

The final session of the Global Seminar took place on May 22.

19 may Final seminar from VTB

The final meeting of Brownian Motion course will take place on May 21 at 5:30pm.

28 april Series of meetings from VTB Bank

The first seminar with a representative of VTB Bank will take place this Friday

26 april Black Sea school in Sochi

Vega Institute served as co-organizer of the Spring School at Sirius University.

22 march First meeting of the Supervisory Board

MSU and VTB Bank agreed on the growth strategy of Vega Institute Foundation

20 february MSU announces the start of a new educational program supported by the Foundation

About us

Vega Institute Foundation is a joint project of Lomonosov Moscow State University and VTB Group.

The Foundation’s primary goals are the support for and advancement of financial mathematics school in Russia as well as the training of highly skilled professionals for the financial industry. We aspire to bring together the student, academic, and business communities.

Vega Institute Foundation was established in late 2020, and by spring of 2021 several specialized courses were made available to the students. The Institute aims its activities at students from all over Russia. In April 2021, Vega Institute together with Sirius Mathematics Center in Sochi, successfully organized and ran the Black Sea School on New Developments in Mathematical Finance.

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Lecturers and speakers

Pierre Del Moral

Lecturer, Advanced Monte Carlo Methods course

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Mikhail Urusov

Lecturer, Market Impact and Models of Algorithmic and High-Frequency Trading course

Lecturer, Black Sea School on New Developments in Mathematical Finance-2021, Sochi

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Vassili Kolokoltsov