Lecture 9: Volatility Modeling
Listen now
Description
This lecture introduces the topic of volatility modeling, including historical volatility, geometric Brownian motion, and Poisson jump diffusions.
More Episodes
This is a guest lecture on quanto credit hedging, including using mathematical models in trading.
Published 06/22/15
This lecture is an introduction to counterparty credit risk, featuring credit valuation as well as the broad economic objectives of a financial institution. It also concludes the course.
Published 06/22/15
Published 06/22/15
Links
No website
No RSS feed
Twitter
Facebook
Instagram
Patreon
Genres
Artwork or description wrong?
Request an update »
Updates may take a few minutes.
Do you host a podcast?
Track your ranks and reviews from Spotify, Apple Podcasts and more.
See hourly chart positions and more than 30 days of history.
Get Chartable Analytics »
See hourly chart positions and more than 30 days of history.
