SHORT BIO
Andrey Afanasiev, Director of the MSc in Financial Services, is an Associate Professor of Finance and Risk Management at UoL. He received his PhD in Mathematics from Steklov Institute of Mathematics and a PhD in Finance from the Institute of Economics of the Russian Academy of Sciences. Professor Afanasiev has more than 25 years of experience in international banking and risk management (Europe, Emerging Markets and the Gulf). His research and teaching interests are in the field of investments, financial and derivatives markets, stochastic finance, risk modelling methods, artificial intelligence and machine learning with applications in financial services.
I received my PhD in Mathematics from the Steklov Institute of Mathematics in 1993. At that time, my primary research interests were in the areas of statistical experiments and the theory of martingales with applications in finance. I continued my studies, obtained an MSc in Finance and Credit from the Pacific State University of Economics and received my PhD in Finance from the Institute of Economics RAS in 2003. As a result, my research area expanded into: derivatives markets, bank operations, management of risks with derivatives, stochastic finance, pricing of derivatives, applications of the Black-Scholes formula, and risk modelling methods.