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| Name | 9. Volatility Modeling |
| Video Uploader | Video From MIT OpenCourseWare |
| Upload Date | This Video Uploaded At 06-01-2015 18:18:58 |
| Video Discription | 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 More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu cDlbEQz1PQk |
| Category | Education |
| Tags | volatility modeling | geometric Brownian motion | Poisson jump diffusion | ARCH models | GARCH models | stochastic volatility models | volatility |
