About the Lab
Financial Engineering and Risk Management (FERM) Lab was founded in March 2007 at the chair of Risk Management and Insurance of the HSE Faculty of Economic Sciences.
FERM Lab conducts scientific research in the fields of modern financial engineering and modern risk management. Our projects find their applications in banks, investment, insurance and consulting companies.
Lab staff has membership in various professional risk management associations, our researchers give talks at scientific and professional conferences and forums.
FERM Lab is both scientific and study lab. Engaging students in learning activities is one of our primary tasks. Bachelor, master and postgraduate students can do their internships in the Lab. Lab members advise on numerous thesis and term papers. The best students can be officially employed in the Lab.
- Gathering financial and economic information
- Filtering financial and economic information and recovery of missing data
- Constructing zero-coupon yield curves and credit spreads
- Researching empirical finance to study the microstructure of financial markets
- Developing structured financial product pricing models and hedging the obligations that arise from such products
- Risk evaluation and risk management
- Actuarial studies
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