I was born in 1985. In 2006 I graduated with honors from the MSU Mechanics and Mathematics Faculty. In 2009 I defended a Ph. D. thesis on “Multidimensional Coherent Risk Measures and their Applications to Mathematical Finance”.
My research interests include: various approaches to quantification of risks (market, credit, and operational), derivative pricing at stock and currency exchange markets, various models in mathematical finance, specifically regime-switching models.
I like sports, especially football, and travelling.
I am also employed at Gazprom Export Company and give lectures on probability theory at the Department of Higher Mathematics of the Moscow institute of Physics and Technology.
E-mail: kulikov_av [at sign] pochta.ru.