https://wiki.cs.hse.ru/api.php?action=feedcontributions&feedformat=atom&user=Mzhitlukhin 2026-09-20T21:51:59Z Вклад MediaWiki 1.43.9 https://wiki.cs.hse.ru/index.php?title=Quantitative_Finance_DSBA_2025/2026&diff=93254 2025-10-22T17:56:49Z

<p>Mzhitlukhin: </p> <hr /> <div>== About the course ==<br /> This course introduces quantitative finance – the mathematical theory of pricing of financial securities like futures, options, swaps, etc.<br /> This is a deep and interesting subject and the corresponding theory is actively used in modern financial markets.<br /> <br /> == Teachers ==<br /> Lecturer: Mikhail Zhitlukhin<br /> <br /> Class teacher: Alexandra Tokaeva<br /> <br /> == Course materials ==<br /> [https://1drv.ms/f/c/4e0e0a07d8ae219d/EoBE98-pGgZLrHYRJi7WVf0By6mZNs6xWxNMlR3je6mScQ?e=nviZ8p Lecture slides] <br /> <br /> [https://github.com/mz-100/finmath Lecture notes (in Russian)]<br /> <br /> [https://docs.google.com/spreadsheets/d/19pnMONRWPtWcewQ0JY9YX4TXfaUYw8njhz9AYTqVqwU/edit?gid=0#gid=0 Ведомость]<br /> <br /> == Grade formula ==<br /> The final grade is determined by the formula <br /> <br /> 0.125*HA1 + 0.125*HA2 + 0.05*CA1 + 0.05*CA2 + 0.3*T + 0.45*E,<br /> <br /> where<br /> * HA are the average grades for the home assignments in each module,<br /> * CA are the average grades for the class activities each module,<br /> * T is the grade for the mid-term test,<br /> * E is the grade for the final exam.</div>

Mzhitlukhin https://wiki.cs.hse.ru/index.php?title=Quantitative_Finance_DSBA_2025/2026&diff=91431 2025-08-29T10:32:04Z

<p>Mzhitlukhin: Новая страница: «== About the course == This course introduces quantitative finance – the mathematical theory of pricing of financial securities like futures, options, swaps, et…»</p> <hr /> <div>== About the course ==<br /> This course introduces quantitative finance – the mathematical theory of pricing of financial securities like futures, options, swaps, etc.<br /> This is a deep and interesting subject and the corresponding theory is actively used in modern financial markets.<br /> <br /> == Teachers ==<br /> Lecturer: Mikhail Zhitlukhin<br /> <br /> Class teacher: Alexandra Tokaeva<br /> <br /> == Course materials ==<br /> [https://1drv.ms/f/c/4e0e0a07d8ae219d/EoBE98-pGgZLrHYRJi7WVf0By6mZNs6xWxNMlR3je6mScQ?e=nviZ8p Lecture slides] <br /> <br /> [https://github.com/mz-100/finmath Lecture notes (in Russian)]<br /> <br /> == Grade formula ==<br /> The final grade is determined by the formula <br /> <br /> 0.125*HA1 + 0.125*HA2 + 0.05*CA1 + 0.05*CA2 + 0.3*T + 0.45*E,<br /> <br /> where<br /> * HA are the average grades for the home assignments in each module,<br /> * CA are the average grades for the class activities each module,<br /> * T is the grade for the mid-term test,<br /> * E is the grade for the final exam.</div>

Mzhitlukhin https://wiki.cs.hse.ru/index.php?title=Quantitative_finance_DSBA_2024/25&diff=86906 2024-10-01T16:57:37Z

<p>Mzhitlukhin: Updated links</p> <hr /> <div>== Teachers ==<br /> <br /> Lecturer: [https://www.hse.ru/org/persons/90290837/ Zhitlukhin M.V.] &lt;br&gt;<br /> Seminar teacher: [https://www.hse.ru/org/persons/963592782/ Tokaeva A.A.]<br /> <br /> == Grades ==<br /> <br /> The results table with all your grades can be found [https://1drv.ms/x/s!Ap0hrtgHCg5OgbYHeTknHegsZNIAjA?e=NtOIqp here].<br /> <br /> == Course materials ==<br /> <br /> All the course's materials can be found [https://1drv.ms/f/s!Ap0hrtgHCg5OgbYGhZq9aK2rpsMtGA?e=gr7SiQ here].<br /> <br /> == Syllabus == <br /> <br /> https://www.hse.ru/ba/data/courses/912648759.html</div>

Mzhitlukhin