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Options and other stuff

Options and other stuff

@hunt4quant

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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Post #274 413
Dear all! I’m still having cough but I’m ready to meet you on our weekly Master Thesis Q&A

See you today at 17:30 here (live stream) ☺️

#master_thesis_and_poroject@hunt4quant
Post #273 412
Dear all! My apologies for not reading Jon C.Hull with you today. I’ve almost lost my voice 😟

Sometimes it happens, don’t worry and see you on Monday!

We don’t have any projects for the Monday. Feel free to book a slot ir send your questions
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Post #272 513
Options and other stuff https://disk.yandex.ru/i/vjMCQ8Nj2kp3-g
The recording of the presentation is now available! Many thanks to the HSE
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Post #270 547
Options and other stuff We are 269 here 😊 If we grow up to 300 I will present here my favourite topic I worked in for several months. A lecture explaining how 80 years of US deregulation contributed to the 2008 crises 😌 The material was originally created for market risk managers…
You are the best! 🥰

We are 300+ and it my turn to act! Let’s schedule the lecture. What if we pick April, 16th 19:00 Moscow time?
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Post #268 534
Options and other stuff Dear all! Today we shall first listen to two our group members presentations (in Russian) at 17:00 and and at 17:30 and at 18:00 we will proceed with our regular multilingual Q&A regarding master thesis. В 17:00 предзащита курсовой Сергея, БИ ВШЭ @atn…
https://disk.yandex.ru/i/vjMCQ8Nj2kp3-g
Яндекс Диск Доклад, Булушова ЛС.mp4 Посмотреть и скачать с Яндекс Диска
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Post #267 592
Dear all!

Today we shall first listen to two our group members presentations (in Russian) at 17:00 and and at 17:30 and at 18:00 we will proceed with our regular multilingual Q&A regarding master thesis.

В 17:00 предзащита курсовой Сергея, БИ ВШЭ @atnyhanwyhaatsimhyydnwk

Зависимости корпоративных спрэдов российских облигаций от процентных ставок.

В исследовании рассмотрены индексы российских облигаций с различными кредитными рейтингами и дюрациями. Получены статистически значимые зависимости дневных изменений корпоративных спрэдов индексов от изменений ставок РЕПО и доходностей ОФЗ.

В 17:30 проект Игоря МКН СПБГУ
@IgorV_K

Выявление научных прорывов и связанных с ними перспективных компаний в интересах инвесторов в технологичные компании.

Представлен фреймворк для извлечения научных трендов и информации о компании, их преобразования в ряд движения технологического прогресса относительно компании и показано как изменение ряда движения прогресса, полученного выше, влияет на ряд цен акции компании.
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Post #266 418
The most exciting and empowering thing is to see that you are truly interested in financial markets the way I am ☺️

I’m happy to see new people here! Welcome 🤗

We have just 8 members left and will tell the story of US deregulation I promised.
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Post #265 467
280? Are you serious? 😊👍
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Post #264 595
We are 269 here 😊 If we grow up to 300 I will present here my favourite topic I worked in for several months. A lecture explaining how 80 years of US deregulation contributed to the 2008 crises 😌

The material was originally created for market risk managers 😊
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Post #261 493
Dear all!
Can anyone who speaks Chinese help me with a translation?
Post #260 510
Master Thesis #4Options and other stuff
The recoding of the webinar.

First we discuss the topic “Options strategies on volatile markets” and suggest that there are 3 ways to prepare a work on this topic. (English)

Second we discuss parts that a presentation at defence should include (Russian)

The answer is given in language the question was asked ☺️ If want your question to be answered in your language please join us next Monday or post it here
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Post #259
Live stream finished (38 minutes)
Post #258
Live stream started
Post #257 501
Dear all!

We have discussed all key elements of a successful project / master thesis. I will be glad to see you and answer to your specific questions

#master_thesis_and_poroject@hunt4quant

See you at livestream here at 17:30 Moscow time. Language is Russian or English depending on who is attending the meeting.
Post #256 419
Options and other stuff #JonCHull@hunt4quant See you tomorrow! Friday, March, 28th on 17:30 We will be reading the next chapter (BSM). https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
we wiil start with the book at 17:30 and now we have q&a
Post #255 426
Options and other stuff #JonCHull@hunt4quant See you tomorrow! Friday, March, 28th on 17:30 We will be reading the next chapter (BSM). https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09
Starting in 5 minutes 😊
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Post #253 419
#master_thesis_and_poroject@hunt4quant

Master Thesis Part #3

From idea to pseudo code. An explanation based on this paper

https://arxiv.org/pdf/1804.10869

The recording is in Russian. For English please send your request.
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