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

Black, Scholes, Merton: European call 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