MTH 9875: The Volatility Surface at Baruch College
3 credits · Fall 2026
The Volatility Surface (MTH 9875) at Baruch College has 1 way to take it in Fall 2026. 1 of 1 section has an open seat right now.
The professor is: James Gatheral.
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Requirements
Prerequisite: MTH 9862
About this course
This course explores the volatility surface. The implications of various modelingassumptions such as stochastic volatility are explored as are the consequences for modeling of various empirical observations. The course covers the most recent technical developments in the field, such as multi-timescale modeling, efficient simulation of stochastic volatility models and model calibration. The latest products, such as volatility derivatives, are also covered in detail.
Professors for MTH 9875 at Baruch, Fall 2026
- James GatheralNo ratings found
1 section · 1 open
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MTH 9875 sections, times and seats
Seat status as of Oct 4, 6:40 PM ET. Seats can change between refreshes. How fresh is this?
Questions about MTH 9875 at Baruch
- Who teaches MTH 9875 at Baruch in Fall 2026?
- James Gatheral is listed for Fall 2026. Each name links to a page with their Chill Rank and Rate My Professors numbers.
- Is MTH 9875 at Baruch hard?
- We do not have enough Rate My Professors ratings for the professors teaching MTH 9875 yet to say. The Chill Rank appears once a professor has at least 3 ratings.
- What if a MTH 9875 section is full?
- Try another section, join the waitlist in CUNYfirst if there is one, or ask the department. You can also watch a full section and get an email when a seat opens; you still enroll yourself in CUNYfirst.