Implied Volatility & Volatility Surfaces 📉 Quantitative Finance

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𝙎𝙏𝙊𝘾𝙆 𝙊𝙋𝙏𝙄𝙊𝙉𝙎 𝘾𝙊𝙐𝙍𝙎𝙀: Our first finance course is 𝙉𝙊𝙒 𝙇𝙄𝙑𝙀! Aspiring quants should use this link to enroll: https://www.socratica.com/courses/stock-options 𝙁𝙄𝙉𝘼𝙉𝘾𝙀 𝘾𝙊𝙐𝙍𝙎𝙀𝙎 from Socratica https://www.socratica.com/pages/finance-courses 🅿️ 𝘾𝙤𝙣𝙣𝙚𝙘𝙩 𝙬𝙞𝙩𝙝 𝙪𝙨 𝙤𝙣 𝙋𝘼𝙏𝙍𝙀𝙊𝙉 https://www.patreon.com/socratica 🎬𝙉𝙀𝙒 𝘾𝙊𝙐𝙍𝙎𝙀 𝘾𝙊𝙈𝙄𝙉𝙂 𝙎𝙊𝙊𝙉 - Quantitative Finance 𝙉𝙊𝙏𝙄𝙁𝙔 𝙈𝙀 𝙬𝙝𝙚𝙣 𝙩𝙝𝙚 𝙘𝙤𝙪𝙧𝙨𝙚 𝙡𝙖𝙪𝙣𝙘𝙝𝙚𝙨: 💌 https://snu.socratica.com/quantitative-finance Implied volatility is the market’s forward-looking view of risk—and the volatility surface shows how that view changes across strikes and expirations. In this video, we connect option prices to volatility (via Black–Scholes and numerical methods), explain why IV differs by strike (smile/skew) and by time (term structure), and show how quants read the surface to spot mispricing and structure trades. Learn how to “back out” IV from market prices and use the full surface as a map of risk. 🎬𝙉𝙀𝙒 𝘾𝙊𝙐𝙍𝙎𝙀 𝘾𝙊𝙈𝙄𝙉𝙂 𝙎𝙊𝙊𝙉 - Quantitative Finance 💌 https://snu.socratica.com/quantitative-finance 𝙌𝙐𝘼𝙉𝙏𝙄𝙏𝘼𝙏𝙄𝙑𝙀 𝙁𝙄𝙉𝘼𝙉𝘾𝙀 is where math meets the market. It is a supremely rational, logical approach to finance. It involves analyzing large datasets, generating mathematical models to make predictions about how markets will behave. Then, in application of these models, traders buy and sell securities based on those predictions. In this course, you will learn the key tools used by "quants." 𝙎𝙄𝙂𝙉 𝙐𝙋 𝙉𝙊𝙒: https://snu.socratica.com/quantitative-finance 𝙒𝙀 𝙍𝙀𝘾𝙊𝙈𝙈𝙀𝙉𝘿 Paul Wilmott Introduces Quantitative Finance 📘 https://amzn.to/3Qe8zab The Big Short (movie) 🎬 https://amzn.to/4jbl5DJ 𝘼𝘽𝙊𝙐𝙏 our Instructor: Michael Harrison earned his BS in Math from Caltech, and did his graduate work in Math at UC Berkeley and University of Washington, specializing in Number Theory. A self-taught pr

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