Sumários
Futures and Forward Contracts. Exam Exercises.
20 Outubro 2016, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ
Exercise sheet:
Ex 8,9
Exercises from book:
Ex 29.1,29.2
Exam Exercises
Hamilton Jacobi-Bellman Equation. Change of Numeraire
18 Outubro 2016, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ
Exercises from Bjork:
Ex 19.1 (cont)
Ex 19.5
Ex 19.6
Ex 26.4
Exercise sheet:
Ex 6
Ex 7
Ex 8
Incomplete markets. Continuous Dividends. Currency Derivatives. HJB
13 Outubro 2016, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ
Exercises from Bjork:
Ex 15,1
Ex 16.2,16.4,16.6
Ex 17.1,17.2
Ex 19.1
Exercise Sheet from Bjork:
Ex 2,3,4.