Publications

The references to publications of Stochastic Processes, Statistics and Financial Engineering in the research areas related to analytical finance are represented for the period beginning from 1999.

Hyperlinks indicate publications that are available in the PDF format. In particular, one can get the PDF files of the proceedings of three international schools on applied statistics, financial and actuarial mathematics. The AF Group (now part of  the Stochastic Processes, Statistics and Financial Engineering group) actively participated in organisation of nine schools, which were held in Kiev (1999), Feodosia (2000) and Västerås (2001), (and several others international schools listed below).

Year 2007 (pdf 18 kB)

Year 2006 (pdf 14 kB)

Year 2005 (pdf 15 kB)

Year 2004 (pdf 15 kB)

Year 2003 (pdf 14 kB)

Year 2002 (pdf 15 kB)

Year 2001 (pdf 21 kB)

Year 2000 (pdf 21 kB)

Year 1999 (pdf 29 kB)

Editorial works

Editorial works years 1999-2006 (pdf 25 kB)