Stochastic Processes, Statistics and Financial Engineering

Research group Stochastic processes, statistics, and financial engineering was created by Professor Dmitrii Silvestrovexternal link in 1999. An important part of the research in the group is conducted in the area of Analytical Finance, the research area that includes financial mathematics, financial engineering as well as financial and risk management software. 



Anatoliy Malyarenko



Research of the group Stochastic processes, statistics and Financial Engineering is concentrated in these domains as well as in some related research areas in applied mathematics, statistics, stochastic processes, simulation, actuarial mathematics, mathematical economics, optimisation, scientific computing, statistical data analysis and informatics. The group publishes large number of books, peer-reviewed articles and book chapters and present its research at many international conferences.

Educational activities of the group include realisation of the Bachelor program in Analytical Financeexternal link, Master program in Financial Engineeringexternal link, and PhD educational program.

The group conducts its research and education in broad international and industrial cooperation.

Ongoing research projects