Lecture 9: Volatility Modeling

Name: Lecture 9: Volatility Modeling
Uploaded: 2015-01-06T18:18:58Z
Duration: 1 h 21 min 16 s
Description: Description: This lecture introduces the topic of volatility modeling, including historical volatility, geometric Brownian motion, and Poisson jump diffusions. Instructor: Dr. Peter Kempthorne

1:21:16

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

Instructor: Dr. Peter Kempthorne