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Scientific interests of employees a labs

Artemiev Sergei S.,
Head of Laboratory, Doctor of Physical and Mathematical Sciences.

The Development numerical methods and algorithms of variable step for deciding stable SDE systems, SDE with oscillatory solutions. Simulation of operated moving the stationary communication satellities. At   last years in connection with the development of exchange relations in Russia claim become statistical simulation in financial arrangements. In this direction leads a development of mathematical models of prices share, future contracts and option contracts, choice of probabilistic features for price identifications of concrete financial instrument, on the base which is build criterion of adequacy of model and real prices of different financial instruments. The Program Development for simulation modeling of exchange trade share.

Yakunin Michail A.,
Senior Scientist, Candidate (Ph.D) of Physical and Mathematical Sciences

  • Elaboration of stochastic models of dynamic systems, used in control, radiophysics, finances.
  • Parameters identification of stochastic models of dynamic systems.
  • Reliability prognosis of technical systems with the use of statistical simulation method.
  • Gusev Sergei A.,
    Senior Scientist, Candidate (Ph.D) of Physical and Mathematical Sciences

  • Analysis of parabolic equations with using a probabilistic analysis of deciding and statistical simulation of deciding to SDE systems.
  • Moskvina Larisa A.,
    Senior Scientist, Candidate (Ph.D) of Physical and Mathematical Sciences

  • Software of computer textbooks.
  • Averina Tatyana A.,
    Senior Scientist, Candidate (Ph.D) of Physical and Mathematical Sciences

  • Numerical Solution of Stochastic Diferential Equations.
  • Numerical Methods for Systems with Random Structure.
  • Monte Carlo Methods.
  • Stochastic Anaysis and Simulation.
  • Alexander Burmistrov,
    PhD, Research Assistant

    • Monte Carlo Methods.
    • Elliptic Differential Equations.
    • Stochastic Differential Equations.
    • Diffusion Processes.
    • Random Walks by Spheres.

    Novikov Alex V.,
    graduate student

  • Statistical price analysis of financial instruments and complex of programs for computing share's trade.
  • Titova Anfisa A.,
    Junior Scientist

  • Mathematical models of prices share.
  • Statistical modelling to generating option strategies.
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