Exercises on binomial trees

3 Novembro 2025, 15:30 • Maria Kosolapova

Non-dividend paying stock/European option, foreign exchange/European option, dividend paying stock/American option

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Exercises on binomial trees

3 Novembro 2025, 13:30 • Maria Kosolapova

Non-dividend paying stock/European option, foreign exchange/European option, dividend paying stock/American option

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Binomial trees

27 Outubro 2025, 15:30 • Maria Kosolapova

Risk-neutral probabilities revisited, pricing a European and an American put option, delta and how it changes over time, assets other than non-dividend paying stocks

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Binomial trees

27 Outubro 2025, 13:30 • Maria Kosolapova

Risk-neutral probabilities revisited, pricing a European and an American put option, delta and how it changes over time, assets other than non-dividend paying stocks

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Exercises on properties of stock options

20 Outubro 2025, 15:30 • Maria Kosolapova

Upper/lower bounds on European and American call and put options, put-call parity for dividend-paying and non-dividend paying stocks

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