ACF Lecture 4 - Stochastic volatility
-
- 0 Rating
- 0 Reviews
- 1 Students Enrolled
ACF Lecture 4 - Stochastic volatility
Applied Computational Finance Lecture 4 - Stochastic volatility
-
- 0 Rating
- 0 Reviews
- 1 Students Enrolled
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.
Courses that include this CL
Recommended for you
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