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1:21:16
YouTube
MIT OpenCourseWare
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 More ...
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