Volatility Surface Modelling: An Introduction

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In this video, we will give an introduction to the modelling of the volatility surface.
We give a quick overview of some of the main methods used to build the volatility surface:
- Parametric Methods
- Stochastic Volatility
- Local Volatility
- Jump Diffusion
- Rough Volatility

0:00 Introduction
0:10 Building the Implied Volatility Surfaces from Observable Prices...
0:30 ...but the Volatility Surface is not Arbitrary
1:00 Why is it Important?
1:37 Many Methods to Build the Volatility Surface
4:12 What is a Good Model?
5:12 How to Choose a Model?

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