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Viatcheslav Belyaev
Senior Quantitative Analyst at U.S. Bank

Profile

Dr. Viatcheslav Belyaev graduated Moscow Institute of Physics and Technology and then received his PhD from Institute of Theoretical and Experimental Physics (Moscow, Russia). He published a number of publications and gave presentations in theoretical physics and quantitative finance. Viatcheslav currently employed by US Bank. Prior to that, he worked for Morgan Stanley, Provident Advisors Hedge Fund and Allianz Life. He focuses on model development in quantitative finance, such as, stochastic interest rates, equity, and credit risk.

Viatcheslav Belyaev's Network

Agenda Sessions

  • HJM model calibration, applications and first correction

    15:55