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Head of the School
Head of Corporate Finance Research Center, Dr., tenured professor
Rodionov I. I., Смирнов А.
Saint-Petersburg April 20-24, 2016 , 2016.
Ziyadin S., Streltsova E., Borodin A. I. et al.
Sustainability. 2019. No. 11(9). P. 1-16.
Gazman V. D.
In bk.: 40 Years of Leasing: A Global Success Story. L.: Capital Markets Intelligence Ltd., 2018. P. 62-67.
Lapshin V. A., Sofia Sokhatskaya.
Financial Economics. FE. Высшая школа экономики, 2018. No. WP BRP 73/FE/2018.
Alexander Grigoriev, Associate Professor at the Department of Quantitative Economics, School of Business and Economics, Maastricht University, conducted two academic events at the School of Finance.
Research seminar for 2nd-year students of the master's programme in Financial Markets and Institutions
Title: Monte-Carlo simulations for finance problems using Maastricht University Simulation Tool
Abstract: Using an extremely simple case from a standard textbook, we show the power and shortcomings of the Monte-Carlo simulation applied to a finance problem. For a simulation software we use a very intuitive and easy-to-run (homemade) Microsoft Excel Add-In called "Maastricht University Simulation (UMS) Tool". Using the tool, we first solve the textbook exercise. Then, we consider possible extensions of the case and discuss implementability of the extended models in UMS (actually, in any market available simulation software).
download the paper (PDF, 772 Кб)
Research seminar at the Department of Finance
Title: Applications of Big Data Analytic in Finance
Abstract: We discuss new trends and needs in Data Analytic applied to the problems in general and corporate finance. In particular, we consider classification, clustering and ranking problems on Big Data, providing insights on complexity of the problems and algorithmic tools to tackle them. We also briefly address Big Data forecasting techniques and Big Data simulation tools with potential applications in corporate finance.
download the paper (PDF, 628 Кб)
About Alexander Grigoriev
Associate Professor Department of Quantitative Economics School of Business and Economics Maastricht University - See more at: http://researchers-sbe.unimaas.nl/alexandergrigoriev/#sthash.6QDdNUzE.dpuf
1986-1988: Specialized Physical and Mathematical School at Novosibirsk State University, Russia1988-1992: BSc, Department of Mathematics, Novosibirsk State University1992-1994: MSc, Department of Mathematics, Novosibirsk State University1999-2003: PhD, Operations Research group, Department of Quantitative Economics, Maastricht University SBE
1991-1999: part-time researcher at Sobolev Institute of Mathematics, Russia1994: business analyst at Siberian Trade Bank, Novosibirsk, Russia1994-1999: head of R&D department at "Zolotaya Korona" (Golden Crown)2003-2005: postdoc at Maastricht University (NWO TACO-project: Treewidth And Combinatorial Optimization)2005-2010: assistant professor, Maastricht University2010-: associate professor, Maastricht University