Why is There a Skew?

Loading...
From the course by Columbia University
Financial Engineering and Risk Management Part II
329 ratings
Columbia University

Financial Engineering and Risk Management Part II

329 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