Beyond the Volatility Surface and Black-Scholes

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Del curso dictado por Columbia University
Financial Engineering and Risk Management Part II
396 calificaciones
Columbia University
396 calificaciones
De la lección
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.

Conoce a los instructores

  • 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

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