Pricing Derivatives Using the Volatility Surface

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您将学习的技能

Real Options Valuation, Derivative (Finance), Risk Management, Real Options

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QL

Mar 22, 2017

Very great introduction to the financial engineering topics. It mainly covers the basics of portfolio management and structured products. Really insightful!

RK

Dec 16, 2016

Very insightful course, working in the financial industry can often imagine the material learn't being applied in work environment which is rewarding.

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.

教学方

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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