Attraction of the leading scientists to Russian institutions of higher learning, research organizations of the governmental academies of sciences, and governmental research centers of the Russian Federation

International Laboratory of Quantitative Finance

About the laboratory

This laboratory was established as part of a scientific research project supported with a monetary grant awarded by the Government of the Russian Federation under a grant competition designed to provide governmental support to scientific research projects implemented under the supervision of the world's leading scientists at Russian institutions of higher learning (Resolution of the RF Government No.220 of April 9, 2010).

Link to the official website

Grant Agreement No.:

Name of the institution of higher learning:
National Research University "Higher School of Economics"

Fields of scientific research:


Leading scientist

kabanov mu 

Leading scientist's full name: Kabanov, Yuri Mikhailovich

Link to the scientist's profile

Academic degree and title:
Doctor of physical and mathematical sciences, professor

Job title:
Scientific Director of the International Laboratory of Quantitative Finance at the National Research University "Higher School of Economics"; professor at the University of Franche- Comté (Besançon, France).

Field of scientific interests:

Financial mathematics, stochastic analysis, mathematical economics, actuarial mathematics

Scientific recognition:

Member of the European Academy (Academia Europaea).
Member of the National Union of Universities (France, 2007-2010).
Mercator Professor (Munich, 2002).
Daiwa Professor (Kyoto, 2003, 2004).
Specializes in the theory of semimartingals and arbitration theory, theory of two-scale stochastic systems and singularly perturbed stochastic equations; theory of markets with transaction costs.

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