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02
october

The opening of the Financial Mathematics Global Seminar 2020/2021

Global Seminar is an intro-faculty event of the Faculty of Mechanics and Mathematics and the Moscow School of Economics of Moscow State University, organised be Vega Institute Foundation. It is headed by Professor Yuri Kabanov from the Department of Probability Theory of Moscow State University.

The program of the Global Seminar for the Fall semester 2020/2021 includes the talks from the world's leading experts in the field of financial mathematics. This semester, the seminar was opened on September 25th. Professor Rama Comte from University of Oxford, editor-in-chief of the "Mathematical Finance" journal, became the first speaker. 

The list of sessions of the Global Seminar:

September 25, 2021 Rama Cont (Mathematical Institute, University of Oxford)

Topic: Liqudity and volatility in electronic markets: a stochastic journey across time scales.

https://www.maths.ox.ac.uk/people/rama.cont

October 2, 2021 Ernst Eberlein (University of Freiburg)

Topic: Fourier based methods for the management of complex life insurance products.

https://www.stochastik.uni-freiburg.de/emeriti/eberlein

October 9, 2021  Nizar Touzi (Ecole Politechique, Paris)

Topic: Mean field game of mutual holding

http://www.cmap.polytechnique.fr/~touzi/

October 16, 2021 Kostas Kardaras (London School of Economics)

Topic: Estimation of growth in fund models.

http://stats.lse.ac.uk/kardaras/

October 23, 2021 Josef Teichman (ETH Zurich)

Topic: Gaussian processes, signatures and kernelizations.

https://people.math.ethz.ch/~jteichma/

October 30, 2021 Paolo Guasoni (Dublin City University)

Topic: Lightning network economics: channels.

https://www.guasoni.com/

November 13, 2021 Masaaki Fukasawa (Osaka University)

http://www.sigmath.es.osaka-u.ac.jp/~fukasawa/

Topic: Realized cumulants for martingales.


If you want to join the seminar, please apply here. 

Information about the past Global Seminar can be found here.