Volatility Surface Modelling: An Introduction скачать в хорошем качестве

Volatility Surface Modelling: An Introduction

★★ Save 10% on All Quant Next Courses with the Coupon Code: QuantNextYoutube10 ★★ ★★ For students and graduates, we offer a 50% discount on all courses, please contact us if you are interested ★★ ★★ Visit us: https://quant-next.com ★★ ★★ Contact us: contact@quant-next.com ★★ ★★ Follow us:   / quant-next   ★★ In this video, we will give an introduction to the modelling of the volatility surface. We give a quick overview of some of the main methods used to build the volatility surface: Parametric Methods Stochastic Volatility Local Volatility Jump Diffusion Rough Volatility 0:00 Introduction 0:10 Building the Implied Volatility Surfaces from Observable Prices... 0:30 ...but the Volatility Surface is not Arbitrary 1:00 Why is it Important? 1:37 Many Methods to Build the Volatility Surface 4:12 What is a Good Model? 5:12 How to Choose a Model? #optionpricing, #quantitativefinance, #financeeducation, #derivatives, #quant, #quantnext, #montecarlosimulation