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SPIN-RSCI: 5121-9012
ORCID: 0000-0003-3618-3040
ResearcherID: I-7366-2015
Scopus AuthorID: 6507091282
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Supervisor
S. B. Avdasheva
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Anatoly Peresetsky

  • Anatoly Peresetsky has been at HSE since 1994.

Education, Degrees and Academic Titles

  • 2010

    Doctor of Sciences* in Mathematical and Instrumental Methods in Economics
    Central Institute of Economics and Mathematics of the Russian Academy of Sciences

  • 1988
    Senior Research Fellow
  • 1977

    Candidate of Sciences* (PhD)
    Lomonosov Moscow State University

  • 1971

    Diploma
    Lomonosov Moscow State University

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

Professional Interests

Awards and Accomplishments

Best Teacher – 2015, 2012

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Courses (2013/2014)

Courses (2012/2013)

Courses (2010/2011)

Editorial board membership

  • 2010: Deputy Editor-in-chief, Прикладная эконометрика.

  • 2009: Member of the Editorial Board, Журнал новой экономической ассоциации (New Economic Journal).

Publications21

Education

1971 Moscow State University, Faculty of Mechanics and Mathematics, degree with honours

Professional Interests

  • Numerical methods
  • Software tools
  • Time series analysis
  • Financial market analysis
  • Mathematical regulation

Publications

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1.      Peresetsky A., Karminsky A., (2008). Models for Moody's bank ratings. Proceedings of Second international credit risk & rating conference, 8-10 May 2008, Ankara, Turkey.

2.      Peresetsky A. (2008). Market discipline and deposit insurance in Russia. Bank of Finland, BOFIT Discussion Papers No 14/2008. http://www.bof.fi/NR/rdonlyres/7798B556-844D-410D-A2C5-25BC453809E3/0/dp1408.pdf.

3.      Peresetsky A., Karminsky A. (2008). Models for Moody's bank ratings. Bank of Finland, BOFIT Discussion Papers, No 17/2008. http://www.bof.fi/NR/rdonlyres/458F94F3-CF90-4FF7-85F5-B12878A0B07D/0/DP1708.pdf

 

Books

A. Peresetsky, V.Popov. Macroeconomic Volatility, Institutions and Financial Architectures: The Developing World Experience, editor Fanelli, José M. Chapter "Russia", pp. 190-219. Palgrave MacMillan. (January 11, 2008). http://www.palgrave.com/newsearch/Catalogue.aspx?is=0230542808

 

Reports at conferences and seminars

- The Third Bachelier Colloquium on Mathematical Finance and Stochastic Calculus. Metabief, France, January 6-13, 2008.
1)  Deposit interest rates and deposit insurance. (With A.A. Karminsky).
2)  Modeling Moody's bank ratings. (With A.A. Karminsky). .

- 9th International Scientific Conference "Modernization Of Economy And Globalization", Moscow, April 1-13, 2008.
Russian banks: private deposit interest rates and market discipline. (Карминский А., C.Головань)

Second international credit risk & rating conference, 8-10 May 2008, Ankara, Turkey.
Moody's bank ratings. (With A.A. Karminsky).

The XVII International Tor Vergata Conference on Banking and Finance "Emerging Markets, Currencies, and Financial Stability". Rome, Italy, 3-5 December 2008. "Models for Moody's bank ratings" (с Карминским А.М.).

Bank of Finland Institute for Transition Economies seminars 2008, 2009.

Timetable for today

Full timetable