Teaching and Other Activities

Teaching:

Lecture courses:

• Advanced topics in random processes, 2006
• Asset pricing in continuous time, 2001, 2002, 2003, 2004, 2006
• Brownian motion and martingales, 2000-2001
• Financial risk and its measurement, 2004-2005
• Introduction to financial mathematics, 2003-2004
• Levy processes, 2001-2002

• Probability
• Random processes
• Statistics

• Mathematical finance
• Theory of Martingales
• Stochastic analysis

Reviews for academic journals:

• Annals of Applied Probability (1)
• Finance and Stochastics (2)
• Markov Processes and Related Fields (1)
• Mathematical Finance (2)
• SIAM Journal on Control and Optimization (1)
• Stochastic Processes and Their Applications (1)
• Theory of Probability and Its Applications (17)

Organizational activities:
One of the organizers of the First-Fifth "Kolmogorov Students' Competitions on Probability Theory" (Moscow State University, 2001, 2003, 2004, 2005, 2006). The problems and the solutions can be found here.

Member of the Secretariat of the International Conference "Kolmogorov and Contemporary Mathematics" dedicated to the Centennial of Andrei Nikolaevich Kolmogorov.