Computational Methods in Pricing and Model Calibration
by Coursera
Master computational methods in option pricing and model calibration with Columbia University. Learn FFT, Heston, and VG models on Coursera.
Why this course
- Comprehensive coverage of advanced pricing models including Heston and Variance Gamma
- Strong emphasis on practical numerical methods like FFT for real-world applications
- High-quality instruction from Columbia University with academic rigor
- In-depth integration of model calibration techniques using market data
