Pricing Derivatives Using the Volatility Surface

From the course by Колумбийский университет
Financial Engineering and Risk Management Part II
370 ratings
Колумбийский университет
370 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
    Industrial Engineering and Operations Research Department