Applied Computational Finance Lecture 4 - Stochastic volatility (pdf)
ACF Lecture 4 - Stochastic volatility
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ACF Lecture 4 - Stochastic volatility
Applied Computational Finance Lecture 4 - Stochastic volatility
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Courselet Content
1 components
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2 M |
Requirements
- ACF Lecture 4 - Stochastic volatility
General Overview
Description
In this lecture, we will study the concept of stochastic volatility models and understand why they perform better than simple local volatility models. We will focus mainly on Heston model to derive formulas for European option prices.
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Meet the instructors !
About the Instructor
Hi there, I am a lecturer in University of Glasgow and will be happy to contribute as an instructor. Appreciate if you could approve. Thanks! Yihan