Vadim Kaushanskii

DPhil Student, Mathematical Institute

Vadim is a DPhil student in Mathematical and Computational Finance Group at the Mathematical Institute. The project is supervised by Prof. Christoph Reisinger (Maths), Dr Marek Musiela (OMI) and Prof. Alexander Lipton (BAML). Vadim received MSc degree in Applied Mathematics at Lomonosov Moscow State University and MA degree in Economics at New Economic School (Russia). Vadim's current research is focused on developing structural default model with mutual liabilities for several banks.


Working Paper

Kaushansky, V., Lipton, A. and Reisinger, C. (2017). Numerical analysis of an extended structural default model with mutual liabilities and jump risk.
Kaushanskii, V (2018). Transition probability of Brownian Motion in the octant and its application to default.

Published Research

Kaushanskii, V (2017). Numerical Analysis of an Extended Default Model with mutual liabilities and jump risk. Journal of Computational Science. 2017. ..