Why is There a Skew?

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Destrezas que aprenderás

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

Revisiones

4.7 (495 calificaciones)
  • 5 stars
    400 ratings
  • 4 stars
    74 ratings
  • 3 stars
    14 ratings
  • 2 stars
    1 ratings
  • 1 star
    6 ratings
DL

Nov 20, 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

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!

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.

Impartido por:

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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