Birth date: 23.07.1960
Phone: +7 (916) 142 83 51
E-mail:
Keywords: option, future, portfolio, quadratic programming, AMPL.
UDC: 336.767

Subject:

Stochastic programming, financial mathematics, portfolio management.

Main publications:

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

Publications in Math-Net.Ru

Personal pages:

• 

Organisations:

• Professional Risk Management International Association, Wilmington, DE
• Moscow University of Industry and Finance