9. Volatility Modeling

Описание к видео 9. Volatility Modeling

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne

This lecture introduces the topic of volatility modeling, including historical volatility, geometric Brownian motion, and Poisson jump diffusions.

License: Creative Commons BY-NC-SA
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