Pricing Derivatives Using the Volatility Surface

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Habilidades que você aprenderá

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

Avaliações

4.7 (613 classificações)
  • 5 stars
    79.44%
  • 4 stars
    15%
  • 3 stars
    3.42%
  • 2 stars
    0.32%
  • 1 star
    1.79%
MU
22 de Ago de 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
19 de Nov de 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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