Sumários
Discussion of exercises and exam problems
20 Maio 2016, 14:00 • João Guerra
Discussion of exercises and exam problems
The imperfections of the Black-Scholes model
17 Maio 2016, 14:00 • João Guerra
The Imperfections of the Black-Scholes model.
More complex models: models with stochastic volatility and models with jumps.
The Black-Scholes model
13 Maio 2016, 14:00 • João Guerra
The Black-Scholes model.
Pricing options. Examples and exercises.
The Black-Scholes model
10 Maio 2016, 14:00 • João Guerra
The Black-Scholes model.
The Black-Scholes PDE.
The risk-neutral valutaion formula.
Examples.
Financial markets models
3 Maio 2016, 14:00 • João Guerra
Financial markets models.
The Black-Scholes model.
The Black-Scholes PDE.