Sumários
Valuing options
17 Abril 2024, 10:00 • BERTA ARSÉNIO DA SILVA SHINGIRAYI
Calls and Puts
Pull-call parity
Factors determining call option values
Optio-valuation model
- Replicating portfolio
- Risk-neutral valuation
- The binomial method
- Black-Scholes option-pricing model
Real options and decision trees
15 Abril 2024, 10:30 • BERTA ARSÉNIO DA SILVA SHINGIRAYI
Real options
Decision trees