https://www.wikicshse.ru/index.php?action=history&feed=atom&title=Quantitative_Finance_DSBA_2025%2F2026 2026-06-06T14:43:43Z История изменений этой страницы в вики MediaWiki 1.45.3 https://www.wikicshse.ru/index.php?title=Quantitative_Finance_DSBA_2025/2026&diff=624&oldid=prev 2025-10-22T17:56:49Z

<p>Migrated current public revision from wiki.cs.hse.ru</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 /> [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>

imported>Mzhitlukhin