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Regular version of the site

An International Laboratory of Mathematical Finance Will Appear at the HSE

One of the HSE’s applications was a winner at the third competition to attract leading researchers to Russian universities. The competition was held by Decree No. 220 of the Government of the Russian Federation. A new Laboratory of Mathematical Finance at the HSE will be headed by Yury Kabanov, Professor at the University of Franche-Comté (Besançon).

On April 22, 2013, a Russian Government grant council announced the winners of the third round of competition for grants to attract leading world academics to Russian universities and research centers. A total of 720 applications were submitted in various fields of the natural and social sciences, and 42 of them received the most votes from the council’s experts and were declared the winners.

One of the grants was awarded to the HSE, which will create an international laboratory of mathematical finance to be headed by Yury Kabanov, Professor at the University of Franche-Comté (Besançon). Kabanov, a doctor of physical and mathematical sciences, is a leading expert in stochastic processes and financial mathematics.

Kabanov graduated from the Department of Mathematics at the Lomonosov Moscow State University. For a long time he worked at the Central Institute of Economics and Mathematics of the Russian Academy of Sciences. He then taught at Bilkent University (Turkey). Since 1995 he has been conducting research at a mathematical laboratory at the University of Franche-Comté.

Five laboratories have already been created at the HSE as a result of the same government competition: the Laboratory for Comparative Social Research (Academic Supervisor Ronald Inglehart), the Laboratory of Algebraic Geometry and Its Applications (Fedor Bogomolov), the Center for Market Studies and Spatial Economics (Jacques-François Thisse), the Laboratory of Algorithms and Technologies for Networks Analysis (Panos Pardalos), and the Laboratory of Space Research, Technologies, Systems and Processes (at the HSE MIEM, David Dunham). A total of 15 international laboratories are in operation at the HSE.

Oleg Seregin, HSE News Service

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