https://wiki.cs.hse.ru/index.php?action=history&feed=atom&title=Quantitative_Finance_DSBA_2025%2F2026 2026-09-23T05:54:28Z История изменений этой страницы в вики MediaWiki 1.43.9 https://wiki.cs.hse.ru/index.php?title=Quantitative_Finance_DSBA_2025/2026&diff=93254&oldid=prev 2025-10-22T17:56:49Z

<p></p> <table style="background-color: #fff; color: #202122;" data-mw="interface"> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="ru"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Предыдущая версия</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Версия от 17:56, 22 октября 2025</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l12">Строка 12:</td> <td colspan="2" class="diff-lineno">Строка 12:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://github.com/mz-100/finmath Lecture notes (in Russian)]</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>[https://github.com/mz-100/finmath Lecture notes (in Russian)]</div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">[https://docs.google.com/spreadsheets/d/19pnMONRWPtWcewQ0JY9YX4TXfaUYw8njhz9AYTqVqwU/edit?gid=0#gid=0 Ведомость]</ins></div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Grade formula ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Grade formula ==</div></td></tr> </table>

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

<p>Новая страница: «== About the course == This course introduces quantitative finance – the mathematical theory of pricing of financial securities like futures, options, swaps, et…»</p> <p><b>Новая страница</b></p><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