Curriculum Vitae

Date of Birth: 1976.

Affiliation: Department of Probability Theory, Faculty of Mechanics and Mathematics, Moscow State University, 2000 - present time.

Current position: Associate professor.

Education:

• Graduate course, Moscow State University, Faculty of Mechanics and Mathematics, 1993-1998.
• Ph.D. course, Moscow State University, Faculty of Mechanics and Mathematics, 1998-2000.

Degree:

• Ph.D. degree in probability and statistics, Moscow State University, 2000, "Qualitative behavior of solutions of singular stochastic differential equations".
• Doctor's degree in probability and statistics, Steklov Mathematical Institute (Moscow) of the Russian Academy of Sciences, 2006, "Investigations on stochastic analysis and singular stochastic differential equations".

Current lines of research: Mathematical finance, including the following topics:

• Coherent risk measures and their applications to pricing, optimality, and equilibrium
• Market efficiency
• Risk and reward measurement