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Address: 13 Myasnitskaya Ulitsa, Building 4, room 104
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Yury Dranev

  • Yury Dranev has been at HSE University since 2009.

Education and Degrees

  • 2004

    PhD in Financial Mathematics
    University of Ottawa
    Thesis Title: Equivalent Martingale Measures and Option Pricing in Jump-diffusion markets

  • 1996

    Degree in Mathematics
    Lomonosov Moscow State University, mathematics


Financial Risk Manager — Certified by the Global Association of Risk Professionals

Awards and Accomplishments


Planning and organization of activities of the department; managing the department's operations; increasing performance of the department; promoting the results of research projects in mass media and at the external events.

Courses (2023/2024)

Courses (2022/2023)

Courses (2020/2021)

Courses (2019/2020)


Academic Papers19

Working papers4

Books and reports1

Book Abdrakhmanova G., Demyanova A., Dranev Y., Dyachenko E., Fridlyanova S., Fursov K., Gokhberg L., Kotsemir M. N., Kovaleva G. G., Kuznetsova I. A., Ratay T. V., Ryzhikova Z. A., Streltsova E., Vishnevskiy K. Digital Economy : Pocket Data Book / Ed. by L. Gokhberg, E. Kislyakov, Y. Kuzminov, M. Sabelnikova. M. : National Research University Higher School of Economics, 2019.


  • 2023
    V Российский экономический конгресс (Екатеринбург). Presentation: Влияние ESG-рейтингов на привлекательность биржевых инвестиционных фондов для инвесторов
  • Х ЕЖЕГОДНАЯ МЕЖДУНАРОДНАЯ НАУЧНАЯ КОНФЕРЕНЦИЯ «ЭКОНОМИКА И МЕНЕДЖМЕНТ» (EMC 2023) (Санкт-Петербург). Presentation: Влияние корпоративной социальной ответственности на прибыль от исследований и разработок: данные для компаний в области наукоемких отраслей
  • 2022
    XXIII Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Investments in Research and Development and Corporate Social Responsibility
  • 2021

    Effects of Enterprise Innovation Culture Openness (Москва). Presentation: M&A as a means of innovation

  • 11th Annual International Academic Conference ‘Foresight and STI Policy’ (Москва). Presentation: Efficiency of Technology M&A: Implications for Open Innovation

  • 2020
    Международная научная конференция «Форсайт и научно-техническая и инновационная политика» (Москва). Presentation: Forecasting Socio-economic Effects of Digital Transformation
  • 2019
    Europe 4.0: Sharing the New Economy (Vienna). Presentation: Blockchain Technology: Applications in the European Financial Sector
  • GSOM Emerging Markets Conference 2019 (Санкт-Петербург). Presentation: Mergers & Acquisitions and Technological Efficiency: the Empirical View

  • 2018
    XIX Апрельская международная научная конференция по проблемам развития экономики и общества (Москва). Presentation: Do network effects explain the patterns of cryptocurrencies adoption? Evidence from Bitcoin and Etherium Markets
  • DEGIT XXIII (Москва). Presentation: A version of multisector DSGE model for Russian economy
  • 2016
    World Finance Conference (Нью-Йорк). Presentation: COLOG Asset Pricing
  • 12th EIASM INTERDISCIPLINARY WORKSHOP on “INTANGIBLES, INTELLECTUAL CAPITAL & EXTRA-FINANCIAL INFORMATION” (Санкт-Петербург). Presentation: R&D Expenditures and Cross Section of Stock Returns in R&D Intensive Markets

  • 2014
    V World Finance Conference (Венеция). Presentation: Asymmetric exchange-rate exposure in BRIC countries
  • 13th EACES Biennial Conference (Будапешт). Presentation: Differences in Exchange Rate Exposures in BRIC Markets
  • 2013
    9 th EBES Conference (Рим). Presentation: Entropic Risk Measures and Cost of Equity: Empirical Evidence from Russia
  • XIV Апрельская Международная научная конференция (Моска). Presentation: Энтропийные меры риска и затраты на капитал: эмпирические свидетельства из России

Timetable for today

Full timetable

The School of Finance with the Financial Innovation and Risk Management Center Took Part in the V Russian Economic Congress

The School of Finance with the Financial Innovation and Risk Management Center took an active part in the V Russian Economic Congress (REC2023), which was held from September 11 to 15, 2023 in Yekaterinburg.

Effects of Enterprise Innovation Culture Openness in ISSEK’s Measurements

Participants of the international workshop ‘Corporate Innovation Climate’ discussed the latest research results in the field of open innovation on May 26, 2021. The workshop was organised by HSE Institute of Statistical Studies of Economics of Knowledge (ISSEK) jointly with University of Twente (the Netherlands) in the framework of the Human Capital Multidisciplinary Research Centre (HCMRC).

Human Capital, Innovation, and Fintech: What the Future Holds for Eurasian Integration

To what extent do the countries of the Eurasian Economic Union (EAEU) benefit from an open economy? What financial, scientific, and educational policy tools will contribute to the implementation of the recently approved ‘Strategic Directions for the Development of Eurasian Economic integration until 2025’? These questions were discussed by participants in a series of expert discussions at the XXII April International Academic Conference on Economic and Social Development organised by HSE University and Sberbank.

'The impact of innovations on the company value: challenges for a CFO'

School of Finance holds the round table on the theme "The impact of innovations on the company value: challenges for a CFO" at the Russian CFO Summit on the 23-24th of October.

6th annual PhD workshop "Financial Markets and Corporate Strategies: Comparative Studies"

The main objective of the workshop was to develop academic networks and stimulate exchange between young researchers. PhD students were provided 20 minutes for presentations and received detailed feedback from senior academics in the field. The best papers from the workshop will be published in academic journal ‘Journal of Corporate Finance Research’

Kaja Ciglic: “We Can Be More Secure, But We Will Not Be Totally Secure”

On 9 December, 2016 HSE ISSEK in partnership with Microsoft organised seminar “Cybersecurity. The role of government; business and society”. Kaja Ciglic, Sr. Cybersecurity Strategist, Microsoft, discussed geopolitical trends of global cybersecurity and various initiatives in this space proposed by different stakeholders with the students and faculty.

HSE Hosted a Round Table Discussion of the Role of Financial Technologies in Development of the Financial Sector

On 13 December, the Higher School of Economics jointly with the Bank of Russia hosted a round table discussion “Financial technologies and the future of the banking sector”. Vadim Kalukhov, director of the RF Central Bank’s Financial Technologies, Projects, and Process Organisation Department, made a presentation on major relevant trends and the Bank of Russia’s key projects.