A week-long intensive course on modern mathematical finance at an advanced level from recognized international and Russian experts
5th International

SUMMER SCHOOL

ON Mathematical Finance
for senior and postgraduate students
When:
23–30 August 2024
Where:
Emmaus, Tver Region

About the school

Advanced level program
А program aimed at deepening knowledge in financial mathematics
Mini-courses from world-class lecturers
Detailed analysis of materials with seminarians
An opportunity to present your results to leading world experts as part of the MathPitch project
An opportunity to become part of the Vega scientific and expert community
Participants from all over Russia

School lecturers

will present current problems of financial mathematics
Rama Сont
An outstanding scientist who played a key role in the formation of modern financial mathematics. His research has become classic in various areas of stochastic analysis, significantly changing the understanding of financial risks, market microstructure and volatility models.
University of Oxford, UK
Claudio Fontana
Head of the Master's program in financial mathematics and professor of probability theory at the University of Padua. His cutting-edge research in interest rate modeling has allowed us to take a fresh look at this area. The recipient of numerous mathematical awards, including the Bruno de Finetti Prize, Fontana continues to solve pressing industry problems with unwavering mathematical rigor.
University of Padua, Italy
Shige Peng
is a world leader in probability theory and financial mathematics. He developed key concepts in backward stochastic differential equations and nonlinear expectations, which led to new methods for modeling financial markets. Together with Étienne Pardoux, introduced into the mathematical toolkit a new kind of equations that are suitable for describing processes with a given condition at a terminal moment. Such processes are key in the theory of derivatives valuation and other areas of mathematical finance.
Shandong University, China
Yuri Kabanov
is a leader in financial mathematics, known for his revolutionary research in arbitrage theory for financial market models with transaction costs. He managed to solve the problem of arbitrage criteria for such markets, which was long considered intractable. In addition, he is the scientific director and co-founder of the Vega Institute Foundation.
Lomonosov Moscow State University, Moscow
Yerkin Kitapbaev
A young researcher and lecturer who has experience working at the universities of Manchester, Boston and Massachusetts. His research fucuses on such topics as optimal stopping problems, real options, energy finance, derivatives valuation, credit risk and machine learning. At the school program, Erkin will explain the specifics of real options and how to hedge weather derivatives.
Khalifa University, UAE
Darko Vukovic
A renowned researcher in the field of finance, he works at the Graduate School of Management SPbSU. His work in corporate finance, risk management and financial management is widely recognized in the academic community and used by practitioners from all over the world. In addition, he is actively involved in advising companies on financial strategy optimization and risk management. He is the author of a well-known book on the impact of digitalization on finance.
Graduate School of Management SPbSU, Saint-Petersburg

Participants' feedback

The Fourth International Summer School on Financial Mathematics from the Vega Institute Foundation divided my life into before and after. It was an experience that changed me not only as a student, but also as a person.

The guys and I constantly discussed mathematics, so knowledge flowed continuously and easily, and thanks to these conversations, many …

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Peoples' Friendship University of Russia
Elizaveta Ivanova
Last year, I participated in the foundation’s summer school for the first time, now it is difficult to recall all the emotions, but I remember that I was very impressed by the level of organization and the format of the event. The foundation managed to set a new bar in my opinion for such events.

I myself am more interested in physics, but I was interested in …

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Tomsk State University
Petr Korolev
My acquaintance with "Vega" began with participation in the summer school in the city of Pushkin. I remember how I tried to understand all the material, staying overnight to understand it. At the next school, in Diyevo Gorodishche, we already began to gather together, explaining to each other what we managed to understand.

Now for me, the Vega summer …

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Lomonosov Moscow State University
Nina Badulina
For me, the Vega summer school gave an amazing combination of a pleasant joint pastime with the study of difficult, but well-chosen and interesting material continuously for a whole week.

This could not have happened without the great efforts of the organizing team, who are attentive to each participant and every detail of the event, thanks to which it …

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Novosibirsk State University
Andrey Neverov
I liked the school in many aspects. First of all, in terms of content and composition of teachers. You can ask a question of interest on a pressing topic in person. And get a quality answer. Moreover, many top areas of financial mathematics are represented.

Communication continues outside of classes. The program of events is rich and diverse: what, where, …

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Sirius University
Ivan Zharkov

For senior and postgraduate students

In the fields of study:
  • "mathematics" and related specialties;
  • "information technology" and related specialties;
  • "physics" and related specialties;
  • economic specialties with an advanced mathematical base
We expect from you:
  • mastery of mathematical apparatus;
  • courage in solving complex problems;
  • knowledge of the basics of financial mathematics;
  • English language proficiency at level B2
  • 4th-year bachelor's degree graduates;
  • 5th-6th-year specialist students;
  • 1st-2nd-year master's degree students;
  • postgraduate students

Application deadline

up to and including August 11
3.08
Issue of the entrance assignment
from August 3 to and including August 11
5.08
Preparation for the entrance assignment (online)
from August 5 to August 9
9.08
11.08
Acceptance of the entrance assignment
up to and including August 11
15.08
Selection results
up to and including August 15
16.08
Preparation for school
from August 16 to August 21
21.08
23.08
Start of school
August 23
00:00:00:00
BEFORE THE START LEFT
days : hours : minutes : seconds
Days
Hours
Minutes
Seconds
The organizers pay for:
accommodation, meals, and transfer from Moscow to the school venue and back.
School language:
Russian and English
(lectures and school materials will be in English)

IMPORTANT

Participation in all educational and extracurricular activities of the School is mandatory.
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How to participate

up to and including August 11

Any other questions?

CONTACT US
Irina Kadanova
for organizational issues:
Lev Fedorov
for questions about the school program:

Contacts:

Past schools:

2nd International Summer School the settlement of Krasnovidovo
August 23–27, 2021
3rd International Summer School
the city of Pushkin
August 21–28, 2022
4th International Summer School the settlement of Dievo-Gorodishche
August 23–30, 2023