He wanted to study "pure" maths, not applied:

"Moscow had many schools, but there was only one place to study pure math: Moscow State University, known by its Russian abbreviation MGU, Moskovskiy Gosudarstvenny Universitet. Its famous Mekh-Mat, the Department of Mechanics and Mathematics, was the flagship mathematics program of the USSR. Since I wanted to study pure math, I had no choice but to apply there."