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Regular version of the site

Conferences

Laboratory members take part in various conferences and other scientific events.

2015

  • Roundtable "Assessing liquidity of securities under Basel III. Factoring liquidity into calculation of market risk in line with Bank of Russia’s new requirements", Moscow, December 15, 2015.
    Andreev N. "Implicit transaction costs and liquidity aspects in order driven market".
  • XXII International Conference "Lomonosov-2015", Moscow, April 13-17, 2015
    Andreev N. "Optimal portfolio selection under unspecified price dynamic
  • European Bond Commission Conference, 2015, Smirnov S.
  • Perm Winter School, 2015, Kurbangaleev M., Lapshin V.
2014 
  • 57th MIPT Scientific Conference with international participation "Actual Problems of Fundamental and Applied Sciences in the Field of Physics", International Youth Scientific Conference “Actual Problems of Fundamental and Applied Sciences in the Modern Information Society”, Moscow, November  24-29, 2014
    Andreev N. "Portfolio selection for unspecified price dynamics under transaction costs".

2013

  • Scientific practical conference "Perm Winter School", Perm, February 5-7, 2013
    V. Lapshin, Financial Instruments.
  • Scientific practical conference "Perm Winter School", Perm, February 5-7, 2013
    M. Kurbangaleev, Issues of margin requirements assessment for central clearing of OTC derivatives.
  • Scientific practical conference "Perm Winter School", Perm, February 5-7, 2013
    N. Andreev, Mathematical models of price impact and optimal portfolio management in illiquid markets.
  • Sixth annual conference on the reconstruction of European historical dances XIII-XX centuries. St. Petersburg, 8 - 10 March 2013
    Lapshin V. "Contrdance in Europe, the second half of the XVIII century: a review of the sources and the main trends".
  • XX International Conference "Lomonosov-2013". Moscow, April 9-12, 2013
    Andreev N. "Numerical study of the book limit orders to the market shares of movable applications".
2012 
  • X Russian Bond Congress, St. Petersburg, December 6 - 7, 2012
    Lapshin V. "The integration of credit and market risk models"
  • Russia Risk Conference, Moscow,  November 20 - 21, 2012
    Lapshin V. "The integration of credit risk and market risk models"
  • International Scientific Conference "Lomonosov Readings - 2012", Moscow,  April 16-25, 2012
    Andreev N., Lapshin V. "Stochastic dynamics model of the limit orders book in the optimal portfolio liquidation"
  • Scientific practical conference "Perm Winter School". Perm,  Fabruary 2 - 4, 2012
    V. Lapshin, Joint non-parametric approach to credit and interest rate modeling.
  • Scientific practical conference "Perm Winter School". Perm,  Fabruary 2 - 4, 2012
    N. Andreev, Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data.

 

 

 
 

 

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