Anna A. Obizhaeva

Podcast with Albert S. Kyle and Olga Obizhaeva ``A New Theory about Financial Markets: Invariance'' at the Swedish House of Finance (25 min, ENG)

According to Prof. Albert 'Pete' Kyle and Prof. Anna Obizhaeva, financial markets can be viewed as games played by many players at the same time. The rate at which these games are played—“market velocity”—differs across assets. For actively traded assets, time passes quickly; for inactively traded assets, time passes slowly. Listen to Olga Obizhaeva, Assistant Prof. from SSE and guests Prof. Albert 'Pete' Kyle from University of Maryland's Robert H. Smith Sc​hool of Business and Prof. Anna Obizhaeva from the New Economic School, Moscow discussing a new invariance theory of financial markets in this episode. >>>

50th Anniversary of the Black-Scholes Formula, 1973-2023 (2 hours, RUS/ENG, March 2023, summary)

Fifty years ago Prof. Fischer Black and Prof. Myron Scholes made the most beautiful discovery in modern finance. Advanced mathematical methods and exceptional intuition allowed researchers to find solution for one of the most important economic problems—how to price options. Prof. Steven Heston from University of Maryland's Robert H. Smith School of Business, Prof. Anna Obizhaeva from the New Economic School and Roland Grinis from Moscow Institute of Physics and Technology share their stories about the legendary formula. >>>

Roundtable with Martin Hellwig, Alexei Lobanov and Alexei Bogatov «Ten Years After the Financial Crisis: Banking Regulation» (1 hour 55 min, ENG, October 2018, summary)

What is the current state of banking systems worldwide? How safe are banking systems in the U.S., Europe and Russia today? What has been done since the last crisis? What are the remaining challenges for regulators? Experts offer different views on important public policy issues. Alexei Lobanov from the Bank of Russia and Alexei Bogatov from Sberbank discuss multiple reforms implemented. Prof. Martin Hellwig from Max Planck Institute warns that little has been done since the 2008-2009 financial crisis to prevent crises in the future. >>>

Talk with Albert S. Kyle about Finance Education (1 hour 34 min, ENG, January 2022)

We talked about modern finance education and career paths in financial industry with Prof. Albert 'Pete' Kyle from University of Maryland's Robert H. Smith Sc​hool of Business. What skills do students need to develop to get the best jobs? What do employers want from their employees? We discuss importance of math and computer science skills as well as ability to work with data, think practically about real world and get things done. >>>

Public policy workshops organized by the Bank of Russia, NES, and HSE (materials)

The purpose of the workshops is to bring together regulators, market participants, and researchers from the academic community to discuss theoretical and practical aspects of topical public policy issues in the fields of macroeconomics and finance. We seek to advance cutting-edge analytics, promote best practices, and foster expert discussion, all of which are especially important for modern central banking and financial regulation.  >>>

NES Programs: Program «Masters in Finance», Online-program Mini-MiF, and Express Business-Programs

We have developed a number of business programs for those who would like to get modern world-class finance education, become part of a community of highly qualified leaders, and contribute to our country's economic growth and prosperity. Why are these programs unique? Modern curriculum, top-notch lecturers, convenient formats, unique networking opportunities, and connections to business and academic communities in Russia and around the globe. 

More on our flagship program MIF >>>

More on online-program Mini-MIF >>>