Lesson 6

4 Outubro 2018, 11:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Dividends

Ex 16.2

Ex 16.4

Ex 16.5

Ex 16.6

Derivation of PDE with dividends

 

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Lesson 5

25 Setembro 2018, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Incomplete Markets

Ex 15.1

Derivation of Incomplete Markets PDE

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Lesson 4

21 Setembro 2018, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Exercises from chapter 10-12

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Lesson 3

18 Setembro 2018, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Arbitrage Free Pricing

Ex 7.8

Ex 8.3

Derivation of The Black-Scholes PDE

Ex 9.10

 

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Lesson 2

14 Setembro 2018, 13:00 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Arbitrage Free Pricing

Ex 7.1

Ex 7.2

Ex 7.3

Ex 7.5

Ex 7.6

 

 

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