Quantitative Finance DSBA 2025/2026

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

Lecture slides

Lecture notes (in Russian)

Ведомость

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.