Model realized and implied volatility with GARCH, stochastic and local volatility approaches, build arbitrage-aware volatility surfaces, and run disciplined derivatives research.
Duration8 weeks
LevelAdvanced
Modules8
Lessons32
This advanced course covers how volatility is estimated, modeled and represented in derivatives research. You will compare realized volatility estimators, fit GARCH-family models, construct and smooth implied volatility surfaces with arbitrage checks, and calibrate Heston and local volatility models. The course closes with research methodology: forming hypotheses about volatility, testing them on historical data without look-ahead bias, and reporting results with their uncertainty.
8 modules · 32 lessons · 8 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Build a realized volatility toolkit and compare estimators on historical index data
Construct an arbitrage-checked implied volatility surface from a snapshot of option quotes
Run a documented research study comparing GARCH forecasts with implied volatility as volatility predictors
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
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