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What is MTH 9875: Volatility Surface Syllabus about?

The syllabus for MTH 9875: The Volatility Surface outlines key topics including stochastic and local volatility, numerical computation, and various models such as the Heston models. It also covers practical applications like barrier options, variance swaps, and the VIX index. The primary textbook for the course is

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toiletflag7

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EN