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»
From November 19 to November 23, 2018, the International Laboratory of Stochastic Analysis and its Applications HSE and the University of Edinburgh (Scotland) conducted the First Moscow-UK Working Group on stochastic analysis
Meetings were held at the International Center for Mathematical Sciences, Edinburgh. The first working group is organized by: Mireille Bossi (INRIA, Sophia-Antipolis, France), Valentin Konakov (HSE, Moscow, Russia), David Siska (University of Edinburgh, Scotland), Lucas Shpruh (University of Edinburgh, Scotland). The working group aims to review and consolidate the knowledge of the developing field of stochastic analysis - calculus in the Wasserstein space, as well as to assess its current impact on a number of areas of mathematics
From 1st November 1 15th November, V. N. Kolokoltsov, Leading Researcher of the Laboratory and Professor of the University of Warwick (United Kingdom) delivered the mini-course, "'ntroduction to Financial Mathematics'.