Currently the Laboratory is working on the following research project:
- Guaranteed approach to superhedging and portfolio selection
(NRE Basic Reseach Program)
Our previous projects
- 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
Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!
To be used only for spelling or punctuation mistakes.