2023/2024
Research Seminar "Stochastic Analysis and its Applications in Economics 1"
Type:
Optional course (faculty)
Delivered by:
Faculty of Mathematics
When:
1, 2 module
Open to:
students of all HSE University campuses
Language:
English
ECTS credits:
3
Contact hours:
30
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.