SELECTED ISSUES
IN MATHEMATICAL FINANCE
IN MATHEMATICAL FINANCE
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All-Russian seminar dedicated to the 120th anniversary of A.N. Kolmogorov
May 22-23rd, 2023, MSU Moscow School of Economics (hybrid format)
The seminar is a part of a series of events marking the 120th anniversary of Andrey Nikolaevich Kolmogorov's birth.
современной ТЕОРИИ ВЕРОЯТНОСТЕЙ
современной ТЕОРИИ СЛУЧАЙНЫХ ПРОЦЕССОВ
разделы, которые легли в основу СТОХАСТИЧЕСКОЙ ФИНАНСОВОЙ МАТЕМАТИКИ
А.Н. КОЛМОГОРОВ - ОСНОВОПОЛОЖНИК:
A.N. Kolmogorov made an invaluable contribution to the development of mathematics, which subsequently found numerous practical applications and laid the foundations for new research fields.
He was the founder of the modern probability theory and the theory of random processes, which are the basis of stochastic financial mathematics.
The Vega Institute Foundation, the MSU Moscow School of Economics, the Faculty of Mechanics and Mathematics and the Faculty of Computational Mathematics and Cybernetics are organizing a joint research seminar.
Scientists from all over Russia engaged in research in the field of financial mathematics, as well as related areas with potential applications in this field, are invited to participate.
Students and doctorate students can participate in the seminar as listeners.
Students and doctorate students can participate in the seminar as listeners.
SEMINAR PROGRAM
The seminar covers the following topics:
- Probability theory and stochastic processes
- Differential equations and partial differential equations
- Numerical methods
- Mathematical statistics and machine learning
- Mathematical finance
- Other topics
The seminar aims to bring mathematicians together and provide a platform for joint discussion and search for possible applications of the results obtained in financial mathematics.
ABOUT THE FOUNDATION
For more than two years, the Vega Institute Foundation has been actively supporting and developing the Russian school of financial and actuarial mathematics.
To this end, the Foundation successfully implements various educational projects for students and doctorate students of the partner faculties of the Moscow State University, as well as for participants from all over Russia.
The Foundation's work is aimed at raising the interest in research in the field of financial and actuarial mathematics among academia and industry professionals.
ABOUT THE SEMINAR
DATES:
May 22-23rd
PARTICIPATION IS FREE
The organizers will provide transportation for speakers to and from the seminar location, as well as accommodation.
LOCATION:
The seminar will be held in a hybrid format (in-person and online)
PARTICIPATION OPTIONS:
As a speaker
As a listener
As a listener
In-person location: MSU Moscow School of Economics, room 113
REQUIREMENTS FOR PAPERS:
Papers must contain original research corresponding to the seminar's topics
1.CONTENTS:
2.FORMAT:
3.TIME:
The abstracts are accepted in Russian or English
Abstracts must be formatted according to the provided tex-template and be no longer than 2 pages
Applicants must attach the abstract as a source tex-file and pdf-file
Abstracts must be formatted according to the provided tex-template and be no longer than 2 pages
Applicants must attach the abstract as a source tex-file and pdf-file
The time allocated for each paper is 25 minutes
Additional 5 minutes for questions
Additional 5 minutes for questions
IMPORTANT DATES
till May 6
Submitting applications
Expert review and confirming participation
till May 14
Compiling the program
till May 16
Presenters provide presentation slides
till May 20
Registration of participants as listeners
till May 15
PROGRAMME COMMITTEE
K.Y. Klimov
Candidate of Science in Physics and Mathematics, CEO and Board Member, Vega Institute Foundation
A.I. Shafarevich
Corresponding Member of the Russian Academy of Sciences, Doctor of Physical and Mathematical Sciences, Professor, Dean of the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University
A.N. Shiryaev
Academician of the Russian Academy of Sciences, Doctor of Physical and Mathematical Sciences, Professor, Head of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University
A.D. Nekipelov
Academician of the Russian Academy of Sciences, Doctor of Economic Sciences, Professor, Director of the Moscow School of Economics, Lomonosov Moscow State University
M.V. Zhitlukhin
Candidate of Science in Physics and Mathematics, Senior researcher, Steklov Mathematical Institute of the Russian Academy of Sciences
I.A. Sokolov
Academician of the Russian Academy of Sciences, Doctor of Technical Sciences, Professor, Dean of the Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
V.M. Polterovich
Academician of the Russian Academy of Sciences, Candidate of Science in Physics and Mathematics, Professor, Deputy Director of the Moscow School of Economics, Lomonosov Moscow State University
ORGANISATIONAL COMMITTEE
Marianna Tsareva
Deputy Chief Executive Officer
at the Vega Institute Foundation
at the Vega Institute Foundation
Valeria Stefanenko
Head of Development at the Vega Institute Foundation
Valeria Volobueva
Project Manager of Educational Initiatives
at the Vega Institute Foundation
at the Vega Institute Foundation
Dmitry Sotnikov
Scientific Coordinator at the Vega Institute Foundation
Ekaterina Popova
Head of Methodology and Academic Support
at the Vega Institute Foundation
at the Vega Institute Foundation
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PARTNERS
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© Vega Institute Foundation, 2023