Sumários
Black-Scholes model and arbitrage pricing
13 Setembro 2019, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ
Ex 5.9
Ex 7.1
Ex 7.2
Ex 7.3
Ex 7.4
Ex 7.5
Quick review
10 Setembro 2019, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ
Review on stochastic processes, Ito´s lemma and Feynman-Kac formula