CMF Team
What is CMF
Center for Mathematical Finance (CMF) is a community learning program focused on quantitative finance, data science and investment research.
Milestones
- Originally started as financial econometrics seminar in 2007 by Eugene Lukash and Andrew Zlotnik.
- Launched in 2012 as a free course on the applied quantitative research, matching CFA curriculum.
- Fully online, project-based and open to global enrollment since 2020.
Our program
Each year we select students who would like to work on real-life quantitative projects and gain insights from mentors, peers and CMF alumni covering topics in banking, finance, trading, economic research and frontier areas such as digital assets and fintech.
Visit this post ){kind=icon}
Is the CMF program really free for students?
The cost of joining the CMF program is just your time and commitment. There are no tuition fees or other costs for students. All you have to do is to pass an entry exam and actively engage in projects you selected based on your interests.
Is the CMF program worth it?
Totally. Our students are able to start or switch careers in banking and quantitative finance in reputable international companies and gain access to a network of alumni and peers.
Why Github?
In CMF we believe in open science and collaborative work. Our original course is administered as videos and Jupyter notebooks in Google drive with chat in Slack and Moodle LMS. Works well, but we think some parts of our work can be open sourced.
This repo is an experimental home for code, datasets and videos by CMF.
CMF on YouTube (Playlists)
CMF Team mini-cources in the public domain (in Russian):
CMF Team Seminars:
-
Financial Economics and Quantitative Finance (International Workshop in English)
-
Financial Econometrics (Scientific Workshop at Moscow State University in Russian)
Other Projects:
Sample video
Oleg Itskhoki on exchange rate pass-through into prices in 2009.