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Course Syllabus

Course Syllabus


 

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Master 2023/2024

Research Seminar "Stochastic Analysis and its Applications in Economics 1"

Type: Elective course (Mathematics and Mathematical Physics)
Area of studies: Mathematics
Delivered by: Faculty of Mathematics
Where: Faculty of Mathematics
When: 2 year, 1, 2 module
Mode of studies: offline
Open to: students of all HSE University campuses
Instructors: Alexander Kolesnikov, Valentin Konakov
Master’s programme: Mathematics and Mathematical Physics
Language: English
ECTS credits: 3
Contact hours: 30

Course Syllabus

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Abstract

This seminar will cover a wide range of problems related to stochastics. The aim of this seminar is to present new developments in this field and to give students an opportunity to learn some modern concepts of stochastic analysis. Special attention will be paid to applications of stochastic models in economics and finance. The talks will be given by the members of the laboratory of stochastic analysis and its applications (lsa.hse.ru), the guests of the laboratory, the stuff of the faculty of mathematics, as well as by students and postdocs.