Sumários

Class 13

5 Dezembro 2023, 13:00 • ELISABETE RITA CARDOSO FERREIRA PIRES FINO

Exercises on the Black-Scholes model, options on currencies and swaps.

Class 13

5 Dezembro 2023, 12:00 • ELISABETE RITA CARDOSO FERREIRA PIRES FINO

Exercises on the Black-Scholes model, options on currencies and swaps.

Class 12

28 Novembro 2023, 13:00 • ELISABETE RITA CARDOSO FERREIRA PIRES FINO

Quiz 5.

Exercises on the Black-Scholes-Merton model.

Class 12

28 Novembro 2023, 12:00 • ELISABETE RITA CARDOSO FERREIRA PIRES FINO

Quiz 5.

Exercises on the Black-Scholes-Merton model.

Class 11

21 Novembro 2023, 13:00 • ELISABETE RITA CARDOSO FERREIRA PIRES FINO

Black Scholes valuation of American calls.

Exercises on Monte Carlo simulation for option pricing.