These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. amzn.to/2WIoAL0 Check out our website www.onfinance.org/ Follow Patrick on twitter here: / patrickeboyle
Wonderful Video Patrick - can you do a video on FVA (forward Volatility Agreements) , Dispersion (correlation) & Autocallable notes? - Purchased your book !
Precisely what I needed. I appreciate your work and time you put into it. What would be the method to use to interpolate IVs of options with no quoted price (or inactive markets) if maximum precision is paramount? Thank you.
Amazing video and great explanations, is there a way by which I can go through the videos in a sequence? It would be really helpful if there is a way I can go through the prior videos in correct order.