Persons: Golembiovskiy, Dmitry Jurievich

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Golembiovskiy, Dmitry Jurievich

Associate professor

Doctor of technical sciences (2006)

Birth date:

23.07.1960

E-mail:

Keywords:

option, future, portfolio, quadratic programming, AMPL.

UDC:

336.767

Subject:

Stochastic programming, financial mathematics, portfolio management.

Main publications:

Golembiovskii D. Yu., Dolmatov A. S., “Upravlenie portfelem proizvodnykh finansovykh instrumentov. I”, Teoriya i sistemy upravleniya, 2000, № 4, 95–103
Golembiovskii D. Yu., Dolmatov A. S., “Upravlenie portfelem proizvodnykh finansovykh instrumentov. II”, Teoriya i sistemy upravleniya, 2000, № 6, 90–94
Golembiovskii D.Yu., Baryshnikov I. V., “Strategii upravleniya tsenovym riskom (na primere eksportno-orientirovannykh predpriyatii)”, Voprosy ekonomiki, 2003, № 8, 67–80
Golembiovskii D. Yu., “Raschet zaloga po portfelyu proizvodnykh instrumentov”, Upravlenie riskom, 2005, № 1, 27–48
Dmitry Yu. Golembiovsky, “Forecasting exchange prices of options”, Communications in dependability and quality management, 10:2 (2007), 59–79

	Publications in Math-Net.Ru	Citations
	2020
1.	A. R. Danilishin, D. Yu. Golembiovsky, “Estimating the fair value of options based on ARIMA–GARCH models with errors distributed according to the Johnson's $S_U$ law”, Inform. Primen., 14:4 (2020), 83–90
2.	A. R. Danilishin, D. Yu. Golembiovsky, “Risk-neutral dynamics for the ARIMA-GARCH random process with errors distributed according to the Johnson's $S_U$ law”, Inform. Primen., 14:1 (2020), 48–55	1
	2005
3.	D. J. Golembiovskiy, “To the selection of efficiency estimation method for protfolio management”, Probl. Upr., 2005, no. 3, 59–65
	1988
4.	V. A. Afonin, D. J. Golembiovskiy, “Final probabilities of shift register states in signature analysis of a finite automaton”, Avtomat. i Telemekh., 1988, no. 10, 178–183

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