- Construction of yield curves in the Russian bond markets
- Analysis of China’s bond market
- Analysis of the microstructure and pricing principles in the developed derivatives market
- Using high-performance parallel computing in problems related to financial engineering and risk management (supported by the PHRC)
- Analysis of the financial market’s microstructure (supported by the PHRC)
- Analysis of Russian rating agencies’ ability to assess credit risk of banks
- Analysis of CDS market liquidity
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