Financial Innovation: Implied Volatility

Related lectures (32)

Page 2 of 4

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Introduces options in corporate finance, covering markets, terminology, and graphical representations.

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.