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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

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Video report of the 2nd International Summer School in Mathematical Finance
Vega Institute Foundation announces fall curriculum 2021/2022

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

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Vega Institute Foundation announces fall curriculum 2021/2022
Congratulations to the winners of the scholarship competition

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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.

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About us

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

Lecturer, Introduction to Game Theory course

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Stanislav Shaposhnikov

Lecturer, Viscosity Solutions of Non-Linear Equations with Partial Derivatives course

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Dean Fantazzini

Lecturer, Blockchain and Cryptocurrencies course

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Alexander Kolesnikov

Lecturer, Optimal Transport and Its Applications course

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Partners
and sponsors