Russian Science Foundation announced the results of the 2020 competitive selection of the research proposals "Basic Scientific Research and Exploratory Scientific Research, Conducted by Research Teams"
From 23 January to 30 January professor of the University of Leeds (UK) Alexander Veretennikov delivered a mini-course «Ergodic control of the diffusion processes»
In December 12 and December 13 2019 a professor of the University of North Carolina at Charlotte (USA) Stanislav Molchanov delivered a mini-course "Introduction to the Theory of Financial Risk"
In September 19 and September 24 professor of the University of Leeds (the UK) Alexander Veretennikov delivered two lectures «Problems of ergodic control for diffusion process with switching»
From 09 September to 13 September professor of the École Nationale de la Statistique et de l’Administration Économique (ENSAE ParisTech) Petr Tankov delivered a mini-course «Electricity markets and electricity trading»
From 02 September to 05 September professor of the University of Bologna Andrea Pascucci delivered a mini-course «Discrete-time models in option pricing»
From 09 April to 16 April, professor of Finance and Econometrics (Imperial College Business School) Rustam Ibragimov delivered a mini-course "Heavy-tailed and dependent models and robust inference in finance and economics"
International laboratory of stochastic analysis and its applications organized on 03-07 of December 2018 the international conference "LSA winter meeting 2018" with the participation of leading foreign researchers
From 26 November to 30 November, associate professor of Leeds University (UK) Jan Palczewski delivered a mini-course «Monte Carlo methods for optimal stochastic control»