HomeResearchKirill Ilinski

Kirill Ilinski

During his academic career Kirill published more than 40 research papers on various subject in physics, mathematics and economics. His interest in application of methods of theoretical physics to financial modelling resulted in developing gauge theory approach to non-equilibrium asset pricing summarized in his monograph “Physics of Finance. Gauge Modelling in Non-Equilibrium Pricing” by Wiley & Sons (2001).

Kirill graduated from Leningrad University (1992) with a MSc in Physics and received a PhD in Mathematical Physics from Steklov Mathematical Institute of Russian Academy of Sciences (1994).

Selected papers in financial economics 

Selected papers in physics and mathematics

“Physics of Finance. Gauge Modelling in Non-Equilibrium Pricing”, Wiley & Sons (2001)

A fascinating book and an excellent read. Refreshingly different from the thousands of nondescript books on quantitative finance.

Paul Wilmott