Sumários

Class 11

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

Black Scholes valuation of American calls.

Exercises on Monte Carlo simulation for option pricing.

The Black-Scholes-Merron Model

21 Novembro 2023, 10:00 • João Duque

The Black-Scholes-Merron Model. 

A pedagogical experience of learning the BSM model through ChatGPT.

Class 10

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

Quiz 4.
Continuation of exercises on binomial trees in option pricing.
Exercises on Monte Carlo simulation for option pricing.

Class 10

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

Quiz 4.
Continuation of exercises on binomial trees in option pricing.
Exercises on Monte Carlo simulation for option pricing.

Class 9

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

Exercises on Binomial Trees