Sumários
Exercises on Binomial Trees and Black, Scholes, Merton model
10 Novembro 2025, 13:30 • Maria Kosolapova
Binomial Trees: European call and put on a non-dividend paying stock
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
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
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
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