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FE5101 Derivatives - lecture notes (ver 140130)

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FE5101 Derivatives - lecture notes (ver 140130)

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Second half of the 'Fixed Income & Derivatives' module, as a general introduction to convexity, volatility forecasting and implied volatility. Construction and interpretation of the implied volatility surface (term structure, smile) is covered in depth.

Second half of the 'Fixed Income & Derivatives' module, as a general introduction to convexity, volatility forecasting and implied volatility. Construction and interpretation of the implied volatility surface (term structure, smile) is covered in depth.

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