Monte Carlo simulation and trading strategies using options

24 Novembro 2025, 15:30 • Maria Kosolapova

Geometric Brownian motion, Bull call spread and reverse straddle

---

Monte Carlo simulations and Trading strategies using options

24 Novembro 2025, 13:30 • Maria Kosolapova

Geometric Brownian motion, Bull call spread and reverse straddle

---

Quiz 7 and solutions to it

17 Novembro 2025, 15:30 • Maria Kosolapova

Payoff/profit from wring a call, put-call parity, pricing a European put and American call option with a binomial tree, BSM model to price a European put on a dividend-paying stock  

---

Quiz 7 and solutions to it

17 Novembro 2025, 13:30 • Maria Kosolapova

Payoff/profit from wring a call, put-call parity, pricing a European put and American call option with a binomial tree, BSM model to price a European put on a dividend-paying stock  

---

Exercises on binomial trees and Black, Scholes, Merton

10 Novembro 2025, 15:30 • Maria Kosolapova

Binomial Trees: European call and put on a non-dividend paying stock

---