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Volatility Trading and Exotic Options

Implied against realized volatility, straddles with a delta hedge, variance swaps, and barrier, Asian and digital options priced by simulation.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectImplied against realized volatility month by month in the Heston modelOne small program on the topic, to run and to extend step by step.

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