Andrey Vasnev
MA NES Moscow, PhD Tilburg
Lecturer
andrey.vasnev@sydney.edu.au
Room 480
H04 - Merewether
The University of Sydney
NSW 2006 Australia
Phone: +61 2 9036 9435
Fax: +61 2 9351 6409
Andrey Vasnev (Perm, 1976) graduated in Applied Mathematics from Moscow State University in 1998. In 2001 he completed his Master's degree in Economics in the New Economic School, Moscow. In 2006 he received Ph.D. degree in Economics from the Department of Econometrics and Operations Research at Tilburg University under the supervision of Jan R. Magnus. He worked as a credit risk analyst in ABN AMRO bank before joining the University of Sydney.
Research Expertise
- Basel II
- Credit risk
- Forecast Combination
- Sensitivity Analysis