Quantitative Finance DSBA 2025/2026: различия между версиями
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[https://github.com/mz-100/finmath Lecture notes (in Russian)] | [https://github.com/mz-100/finmath Lecture notes (in Russian)] | ||
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== Grade formula == | == Grade formula == | ||
Текущая версия от 17:56, 22 октября 2025
About the course
This course introduces quantitative finance – the mathematical theory of pricing of financial securities like futures, options, swaps, etc. This is a deep and interesting subject and the corresponding theory is actively used in modern financial markets.
Teachers
Lecturer: Mikhail Zhitlukhin
Class teacher: Alexandra Tokaeva
Course materials
Grade formula
The final grade is determined by the formula
0.125*HA1 + 0.125*HA2 + 0.05*CA1 + 0.05*CA2 + 0.3*T + 0.45*E,
where
- HA are the average grades for the home assignments in each module,
- CA are the average grades for the class activities each module,
- T is the grade for the mid-term test,
- E is the grade for the final exam.