A series of open lectures in financial modelling by Kirill Ilinski (Fusion Asset Management, London). Please note that the whole course is delivered in the Russian language!
7 September 2015 — Kirill Ilinski's Worlds (final lecture)
7 September 2015 — An Offended Model
8 June 2015 — Arbitrage — vicious passion
6 April 2015 — Correlation: A Dark Knight
7 April 2014 — Tale of the Troika or Hard to Be a God: Managing Assets in the Long Run
10 February 2014 — Factor Models: Statistics or Arbitrage?
20 May 2013 — The World Through the Eyes of an Option Trader: Part II
20 May 2013 — The World Through the Eyes of an Option Trader: Part I
22 April 2013 — The Night Watch: How Consciously Take Account of the Unconscious
18 February 2013 — Why Trade in an Efficient Market? Models of Efficiency and Predictability
10 December 2012 — Financial Models: A bridge Between Macro and Micro
6 November 2012 — Structural Models vs Market Models
8 October 2012 — Modelling the Models or the Next «Next Model»
25 May 2012 — Financial Models: What are They For and How to Go About Them?
Since the series of lectures by Kirill Ilinski has turned out to be immensely popular, in January 2013 the Department of Economics has launched an Internet-blog (in Russian) about the lectures. By travelling «From a Supermodel to a Supermodel» the blog will allow the students to raise thorny questions to the lecturer, obtain the answers, discuss vague moments, etc.