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

2023/2024

Учебный год

ENG

Обучение ведется на английском языке

3

Кредиты

Кто читает:

Факультет математики

Статус:

Курс по выбору

Когда читается:

2-й курс, 1, 2 модуль

Course Syllabus

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.