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Address: Moscow, Shabolovka str., 26, room 3104
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SPIN-RSCI: 4959-1113
ORCID: 0000-0002-9396-4161
ResearcherID: K-2351-2015
Scopus AuthorID: 55177754000
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Supervisors
I. V. Ivashkovskaya
S. N. Smirnov
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Victor A. Lapshin

  • Victor A. Lapshin has been at HSE since 2007.

Education and Degrees

  • 2012

    Master
    London School of Economics and Political Science, Postgraduate Certificate in Higher Education (associate)

  • 2010

    Candidate of Sciences* (PhD) in Mathematical Modelling, Numerical Methods and Software Complexes
    Lomonosov Moscow State University
    Thesis Title: Mathematical models of interest rate term structure dynamics allowing for the qualitative market features

  • 2006

    Diploma in Apllied Mathematics and Computer Science
    Lomonosov Moscow State University, Computational Mathematics and Cybernetics

* 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.

Continuing education / Professional retraining / Internships / Study abroad experience

  • London School of Economics and Political Science. Postgraduate certificate in Higher Education – Associate Level (2011 -- 2012).
  • Microsoft Corporation & Lomonosov Moscow State University. Summer School in High Performance Computing (2009).

Young Faculty Support Program (Group of Young Academic Professionals)
Category "Future Professoriate" (2017)
Category "New Lecturers" (2012-2013)
Category "New Researchers" (2010-2011)

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 (2011/2012)

Publications

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20163

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20143

201311

20126

20115

20105

20096

20071

Preprint Смирнов С. Н., Захаров А. В., Рачков Р. В., Лапшин В. А., Здоровенин В. В., Евстратов С. А., Косьяненко А. В. Методика построения кривой безрисковой доходности «спот» и кредитных спрэдов для группы облигаций с неоднородным кредитным качеством эмитентов: стандарт EFFAS-EBC для стран Еврозоны / Высшая школа экономики. Серия WP16 "Финансовая инженерия, риск-менеджмент и актуарная наука". 2007. № WP16/2007/03.

20062


Conferences

  • 2014
    Perm Winter School on Market Risk and Modeling of Financial Markets (Пермь). Presentation: Term structure of credit spreads and risk free rates -- fitting on bonds and CDS
  • Международная научная конференция студентов, аспирантов и молодых учёных «Ломоносов-2014» (Москва). Presentation: Непараметрический подход построения кривой доходности

Timetable for today

Full timetable