6th INTERNATIONAL

FINANCIAL MATHEMATICS SUMMER SCHOOL

financial mathematics -

a set of mathematical methods used to model financial markets

About the school

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The presentation of scientific results takes place in the format of capacious, idea-rich reports. Participation is by invitation.

The school's program:

• Decentralized Finance;
• Cryptography: ZK proofs & FHE;
• Distributed systems and consensus algorithms;
• Hedging in incomplete markets;
• Virtual machine and smart contracts;
• Smart contracts and blockchain data;
• Tropical mathematics.

Masaaki Fukasawa

Osaka University

Japan

One of the leaders of the Japanese school of probability theory and stochastic analysis, an expert in stochastic volatility models.

Agostino Capponi

Columbia University

США

A researcher with a wide range of interests, from systemic risk models and market microstructure to decentralized finance and machine learning. In addition, Professor Capponi devotes a lot of effort to consulting — among his clients are large public and private financial institutions.

Abdel
Kenoufi

University
of Strasbourg

France

Specialist in the field of tropical mathematics. His work is aimed at developing new approaches in theoretical physics and applied mathematics. Co-author of the book Tropical Mathematics and Applications to Theoretical Physics and Scientific Computing. He received his Master's and PhD degrees from the University of Strasbourg. In his research, he combines abstract algebraic structures with applied problems of analysis and computation.

Yuri Yanovich

Skoltech

Russia

He has been a lecturer at leading Moscow universities since 2017, is the author of more than 100 scientific papers on blockchain, and also directs the Moscow Blockchain Seminar. He will tell the school about the structure of blockchain networks and consensus algorithms.

Rostislav Berezovsky

Vega Institute Foundation

Russia

Lecturer, head of the scientific group on optimal management in decentralized finance. During the school, he will talk about the DeFi market structure, the operating models of key decentralized financial services, and recent published results in this area.

Anatoly Krestenko

Россия

He will give lectures on the Ethereum virtual machine and the Solidity language, and conduct a practical lesson on developing smart contracts.

ITMO

Andrey Seoyev

MEV-X

Россия

Developer and researcher in the field of blockchain trading and MEV. At the lecture, he will review the topic of MEV (Maximum Extractable Value): the definition, classification and evaluation of MEV, the causes of its occurrence, ways to extract MEV and protect against MEV, as well as the main stages of the history of MEV development and prospects.

Alexey Karasev

MIPT

Russia

During the lectures, he will talk in detail about zero-knowledge proofs (ZKP) and the STARK protocol, revealing their importance for ensuring confidentiality and scalability of blockchain systems. Alexey will also explain the principles of fully homomorphic encryption (FHE) and its potential for creating secure computing in decentralized applications.

Dmitry
Kramkov

Carnegie Mellon University

USA

Formerly Head of Research and Product Development, Tokyo-Mitsubishi International. An expert combining industrial experience and a successful academic career. At school, he will talk about hedging and pricing options in incomplete markets.

SEMINARIANS

They will help you deal with the most difficult material.

Daria Korobkina

Artur Sidorenko

Graduate student of the MSU of MechMath

Anna Majdanik

Andrey Urusov

Graduate of the MSU of MechMath

Student of the MSU of MechMath

Postgraduate student of FPMFiIT CSU

Daria
Korobkina

I work at DeFi, I'm a member of the scientific group that deals with DeFi, so at school I'll help you figure out what it is and what it's eaten with:) I'm trying to live my best active life, so I go to music school and try to study music theory at my leisure.

Graduate of the MSU of MechMath

Anna Majdanik

I study at the joint specialization of the Moscow State University Faculty of Mechanics and Mathematics and Vega, I work in a DeFi research group, and if I don't do math, I spend my days painting architecture and portraits, I love literature and I study languages.

Student of the MSU of MechMath

Artur Sidorenko

I study stochastic analysis and optimal control. I love postmodern (Eco) creativity, the gym, and, of course, talking to you about juicy topics.

Graduate student of the MSU of MechMath

Andrey Urusov

I will help you understand the current issues of decentralized finance. A specialist with more than 7 years of experience in the financial sector, passionate about research in the field of DeFi, including liquidity management and process modeling in DEX pools.

Postgraduate student of FPMFiIT CSU

My acquaintance with Vega began with participation in a summer school in Pushkin. I remember trying to understand all the material, staying overnight to sort it out. At the next school, in the village of Diyovo, we all began to gather together, explaining to each other what we had managed to realize.

Now, for me, the Vega Summer School is a great way to integrate into the new academic year, communicate with highly motivated students, learn from the experience of leading experts and learn what may determine the direction of my development this year.

The 5th Vega International Summer School gave me a lot of positive emotions from communicating with many enthusiastic like-minded people, as well as a considerable amount of new knowledge, which I am still assimilating and sorting in my head.

Lectures by renowned teachers and intensive homework sessions were appropriately interspersed with exciting outdoor activities.
I am very grateful to Vega for this unique event, which made it possible to spend a share of the summer holidays usefully!

The fourth International Summer School in 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 were constantly discussing mathematics, so knowledge came in continuously and easily, and thanks to these conversations, many complex concepts became clearer and more accessible.

During the week of summer school, a lot of things became clear and sorted out, so it was much more interesting for me to study and do science in the first year of my master's degree. Moreover, the knowledge gained and further training at Vega courses during the academic year helped me find my place in the industry and get a job at a top company.

The organization of the school was impeccable: every lesson, every moment of the cultural program was carefully thought out. I was especially impressed by the environment — enthusiastic and incredibly smart guys, sincere and responsible curators, as well as talented lecturers — real masters of their craft, who skillfully and structurally delivered non-trivial material.

Every day was filled with warmth and attention to each of us. I am eternally grateful to all the participants and organizers for the sincere smiles and the atmosphere that made this week unforgettable.

The Vega Institute schools have become a separate part of my life and undoubtedly influenced it, allowing me to fully experience the professional field of financial mathematics and try it on myself.

For the first time, I took part in the Summer School in Pushkin in 2022 and realized that I was among an order of magnitude smarter guys and older colleagues and had a lot to learn. It was very difficult and cognitively stressful.

Six months later, I came with my peers to the beautiful Black Sea School in Sirius in 2022 and, already familiar with the material and somewhat prepared, I took 3rd place with the team at the final qantaton and made sure that the work and preparation were definitely worth it!

For whom

Bachelor's and specialist's degree students from the 4th year, Master's and postgraduate students in the following areas:

Mathematics
and related specialties

Information technology
and related specialties

Physics
and related specialties

Economics majors
with advanced mathematical background

Other majors with advanced mathematical background, relevant work experience, and motivation

We are waiting for you

Knowledge of probability theory, random processes, optimal control methods, and group theory;

Understanding the work of the exchange, the device of the simplest derivatives;

The ability to use Jupyter Notebook for Python, the willingness to quickly learn how to write code on Solidity.

Free to participate

The organizers pay for accommodation, meals, as well as a transfer from Moscow to the school venue
and back.

The organizers pay for accommodation, meals, as well as a transfer from Moscow to the school venue and back.

SCHOOL LANGUAGES

The Code of Ethics

All school participants must comply with the Foundation's Code of Ethics.

Important

Participation in all educational activities of the school is mandatory.

THE LANGUAGE OF THE school

The school materials and part of the lectures will be in English.

HOW TO PARTICIPATE

Step 2

Fill out the registration form

Step 7

Get ready for School

Step 1

Review the selection procedure

Step 6

Attend classes to prepare for the school program

Step 3

Step 4

Complete the introductory task

Step 5

Wait for the results of the selection

Attend open classes to prepare for selection

We evaluate applications in accordance with the Basic Conditions and Principles of selection.

The selection process takes place in correspondence and consists of two parts:
1. Motivation score - up to 40 points
Recommended template for motivation letter

2. Assessment of technical skills - up to 60 points
Learn more about the selection criteria.

You can fill out the form until August 1 inclusive.

During the classes, you will be able to refresh your knowledge and fill in the gaps in order to successfully write an introductory assignment.

The introductory assignment is given from July 28.
You can submit the decision up to and including August 3.

The maximum score is 50.

*You can receive up to 10 additional points when you attend classes to prepare for the introductory assignment.

The introductory assignment will include problems in probability theory and differential equations, group theory, and Python programming.

We will send the results by mail until August 11 inclusive.

The classes are aimed at helping participants better understand the school's materials.

Attendance of classes is mandatory for participants who have passed the competitive selection for the school.

Get ready to spend the best week of this summer with Vega!

The following rules apply during the school period:

1) Participation in all educational activities, including school preparation classes, lectures, seminars, is mandatory. Passes are allowed only for a valid reason, subject to agreement with the organizers. Participation in non-educational events (entertainment, cultural) is allowed at will, with the exception of team-building activities (for example, evening introductions, school opening/closing).

2) All participants are required to comply with the Foundation's Code of Ethics.

3) Violation of the rules may result in disciplinary liability in the form of deprivation of the right to participate in school without compensation for the resulting costs, damages and losses (for example, expulsion from school without compensation for a return ticket).

5th International Summer
School — S. Emmauss

3rd International School
— Pushkin

2nd International Summer School — D. Krasnovydovo

August 23-30, 2024

August 23-30, 2023

4th International Summer School — village of Dievo-Gorodishche

August 21-28 , 2022

August 23-27, 2021

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