What the Volatility Surface Tells Us

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Habilidades que você aprenderá

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

Avaliações

4.7 (605 classificações)
  • 5 stars
    79.66%
  • 4 stars
    14.87%
  • 3 stars
    3.30%
  • 2 stars
    0.33%
  • 1 star
    1.81%
TR

Aug 31, 2020

Great course. It is very useful to get into Financial Engineering Topics. The tests are not easy, so every week presents a challenge that forces you to deeply understand what is being taught.

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.

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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