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Семенов Михаил Евгеньевич
Кандидат физико-математических наук

Отделение математики и математической физики, Доцент

Тел.: 8 (3822) 60-63-35
Вн. телефон: 2250
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2015


Roman V. Boznyakov, Bachelor of Mathematics

Final paper: Mathematical analysis and modeling of the process changes of prices Russian Stocks.


Anton V. Boznyakov, Bachelor of Mathematics

Final paper: Comparative analysis of asymmetric encryption algorithms.

2014


Natalya I. Grosheva, Bachelor of Mathematics

Final paper: Mathematical methods in decision making in Finance

Abstract: In this paper, methods for evaluation the financial risk in the money investment in financial assets (GAZP, bonds) with using VaR-method has implemented. Investment portfolio has built, recommendations for the revision of the portfolio structure have done. The Treynor ratio has calculated.

Elena A. Koroleva, Bachelor of Mathematics

Final paper: Statistical research of management effectiveness of portfolio with index securities

Abstract: Analysis of Exchange traded funds (ETF) was held, portfolio with 8 ETFs was formed with Markowitz method, statistical research of portfolio management effectiveness was held with use of Sharpe ratio, alpha ratio and beta ratio.

Margarita E. Fatjanova, Bachelor of Mathematics

Final paper: A design of structured financial products based on an investor risk profile

Abstract: Examples of structured financial products were provided. These products based on different investment strategies (rise, fall, boundary and flat of price) and taking account an investors' risk profile.