Dividends, forwards, futures and Currency derivatives 1/2

7 Outubro 2024, 17:30 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 17.1, 17.2, 17.3, 17.5. 29.1, 29.2, 29.3.

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Dividends, forwards and futures 2/2

30 Setembro 2024, 19:15 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 7.8, 7.9, 16.2, 16.4 (slide 221), 16.5 (slide 222), 16.6, 16.8, 16.9.

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Dividends, forwards and futures 1/2

30 Setembro 2024, 17:30 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 7.8, 7.9, 16.2, 16.4 (slide 221), 16.5 (slide 222), 16.6, 16.8, 16.9.

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Parity Relations, Delta Hedging, Martingale approach 2/2

23 Setembro 2024, 19:15 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 9.1, 9.5, 9.10. In order to compute the Delta and Gamma for a European call (or put).  Extra exercises 2, 3, 4 and 5.

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Parity Relations, Delta Hedging, Martingale approach 1/2

23 Setembro 2024, 17:30 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 9.1, 9.5, 9.10. In order to compute the Delta and Gamma for a European call (or put).  Extra exercises 2, 3, 4 and 5.

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