Options and other stuff
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Hi, I'm Lydia!

A professional in the field of risks in financial markets, visiting lecturer at the HSE, researcher, author of educational courses.

Here I publish resources useful for studying derivatives and financial crimes.
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Description: Description of the movement of client funds in a bank using a system of differential equations. Modeling of behavioral effects.

10. Topic: Financial crimes predictors  
Description: Modeling of red flags indicating the unreliability of a financial company (reporting, media publications, information on government agency websites, advertising) - the result of long-term work could be an integral model, the result of a semester - a prototype of one of the modules of the integral model.

11. Topic: Identifying hidden ESG risks  
Description: A large study on identifying risks associated with inefficient management, negative impact of natural and social factors. We separately highlight three directions: management (for example, the presence of a bonus system that provokes risky behavior), social (poor working conditions and high turnover), natural (fines for pollution, negative impact of climate change on business). You can choose one direction or several. Currently, the task of analyzing cadastral map data is in progress - we are studying the location of objects and their climate risks.

12. Topic: Modelling of Russian RE market: primary and secondary markets, subsidized mortgages, rent - purchase dynamics.  
Description: A cascade of models describing the markets of commercial and residential real estate in Russia and the dynamic connection between them (primary and secondary sales market, rental market). In the extended version, the cascade of models also describes the model of buyer preferences, price drivers, market segmentation, and development prospects of individual locations. Separately within the cascade, the commercial real estate market is considered. There are many models, the task is voluminous, you can choose a model according to your abilities and interests.
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Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.

We will also look at a small case study with structured bonds.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.

We will also look at a small case study with structured bonds.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

❇️ Do we need to discuss future webinars opportunities? The poll? Or go as planned to the next chapter?
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🛑Dear students! My apologies 😟

I have to reschedule the meeting for the next Friday 😔
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Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.

We will also look at a small case study with structured bonds.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

❇️ Do we need to discuss future webinars opportunities? The poll? Or go as planned to the next chapter?
Options and other stuff pinned «Table with lectures https://docs.google.com/spreadsheets/d/1kmYdw_NgqqLQzwmofmthuHdWBSXk2impfu0PbfKX2tc/edit?usp=sharing»
Dear all!

Hope to see you this Friday. We will be reading chapter 32 (interest rate models, bonds etc.)

See you on Friday at 17:00 ☺️

PS
No, we are not switching to Mr Wilmott. Books are for illustration purposes ☺️
Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️16:30 ⚠️today.

30 minutes earlier that usual time.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

Chapter 32, IR Models
Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for ⚠️16:30 ⚠️today.

30 minutes earlier that usual time.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

Chapter 32, IR Models — to be continued
I have to move to 17:00 😟 Still on a meeting
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Dear all, my apologies for not posting the message regarding the meeting. Is there anyone who is willing to join the webinar and check John C. Hull Chapter 33 and discuss the next book?
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This Monday I presented my ideas regarding alternative approaches on red flags identifying at GeoNext, a forum organised by geologists ☺️

I was absolutely amazed and delighted to meet smart and curios researchers and business leaders.
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Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for 16:30 today.

See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09


We will check Ch. 33. Modeling forward rates (the chapter includes lots of formulas and provides description of several derivative instruments as well as models).
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Dear HSE students, I will be instructing an offline group on the DCF / Financial Modelling Course starting this Saturday.

The HSE Banking Institute graduates, what was your experience with the course? What was interesting? What didn’t you like about the course?

Could you share your experience please 🙏🤗
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Dear alll!

#JohnCHull@hunt4quant next chapter reading (in Russian) is scheduled for 16:30 today.

See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09


Final chapter of John C.Hull 😎 we will be choosing a new book
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DiPasquale - Wheaton - one of the most reputed real estate models explained in simple words
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