Modelling of financial markets, pricing of derivatives, portfolio theory, term structure modelling, credit risk, risk measures, probabilistic and statistical methods in insurance, mathematical economics, game theory, high-dimensional numerical algorithms with financial applications.

**Seminar of the Group of Mathematical Methods in Economy, Finances and Insuarance****Seminar of Quantitative Finance**

- Term structure models, bond markets, futures markets, measuring and management of risk, pricing of financial derivatives, credit risk
- Statistical and probabilistic methods in mathematical finance, theory of copulas, risk theory, portfolio analysis
- Portfolio analysis, risk measures, decision-making under uncertainty, asset pricing
- Probabilistic and statistical models in insurance: Models of reinsurance, optimal reinsurance contracts, methods of computing the probability of ruin, Bayesian models of credibility theory
- Interest rate modelling, dynamic portfolio theory of interest rate products, stochastic optimal control theory
- Computational mathematics and numerical analysis, construction of efficient numerical algorithms for high dimensional problems with applications in finance
- Econophysics
- Discrete time financial market models, arbitrage pricing, hedging of financial derivatives, risk measure theory
- Games with a continuum of players and their applications in ecosystems, simplified economies and models of financial market, existence and properties of Nash equilibria in such games, mathematical economics
- Applications of stochastic analysis to financial mathematics, stochastic volatility models,applications of theory of Bessel processes and Brownian motion functionals to financial derivatives pricing