Incomplete Markets, Dividends and Currency Derivatives

26 Setembro 2011, 20:30 • RENATO FILIPE RIBEIRO FRANÇA

Solved Exercises from book "Arbitrage Theory": 15.1, 16.2, 16.4, 16.6, 17.1, 17.2

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Martingale Approach to Arbitrage Theory

22 Setembro 2011, 20:30 • RENATO FILIPE RIBEIRO FRANÇA

Solved Exercises from an exercise list presented to the students.  These exercises are related with the Martingale Approach to Arbitrage Theory and the Black-Scholes formula viewed from a Martingale Prespective

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Exercises from chapters Arbitrage Pricing, Completness and Hedging, and Parity Relations and Delta Hedging

19 Setembro 2011, 20:30 • RENATO FILIPE RIBEIRO FRANÇA

Solved Exercises from book "Arbitrage Theory": 7.1, 7.2, 8.1, 9.1, 9.5

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