IEOR E4718
INTRO-IMPLIED VOLATILITY SMILE
Columbia University in the City of New York · UGRD · Fall 2026
1 section
Catalog description
During the past 15 years the behavior of market options prices have shown systematic deviations from the classic Black-Scholes model. Examines the empirical behavior of implied volatilities, in particular the volatility smile that now characterizes most markets, the mathematics and intuition behind new models that can account for the smile, and their consequences for hedging and valuation
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Availability not recently verifiedClass #columbia_in_city_new_york-IEORE4718Fall 2026UGRD3.00 credits
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