The Volatility Surface in Action

Loading...
From the course by 哥伦比亚大学
金融工程与风险管理,第 2 部分
375 ratings
哥伦比亚大学
375 ratings
From the lesson
Equity Derivatives in Practice: Part II
More about Black-Scholes, the Greeks and delta-hedging; the volatility surface; pricing derivatives using the volatility surface; model calibration.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department

Explore our Catalog

Join for free and get personalized recommendations, updates and offers.