What the Volatility Surface Tells Us

Loading...
来自 哥伦比亚大学 的课程
金融工程与风险管理,第 2 部分
369 评分
哥伦比亚大学
369 评分
从本节课中
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.

与讲师见面

  • 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