Beyond the Volatility Surface and Black-Scholes

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Habilidades que você aprenderá

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

Avaliações

4.7 (612 classificações)
  • 5 stars
    79.41%
  • 4 stars
    15.03%
  • 3 stars
    3.43%
  • 2 stars
    0.32%
  • 1 star
    1.79%
MU

Aug 23, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

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.

Na lição
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.

Ministrado por

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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