Option pricing

10 Abril 2018, 10:00 • Agnieszka Bergel

Option pricing, binomial models, Black-Scholes and real options.

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Performance Measurment, Efficient Markets

3 Abril 2018, 10:00 • Agnieszka Bergel

Measuring investor performance using asset-pricing models. Market rationality, technical analysis and arbitrage.

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Capital Asset Pricing

20 Março 2018, 10:00 • Agnieszka Bergel

CAPM and APT

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Portfolio Theory – Mean-variance uncertainty.

13 Março 2018, 10:00 • Agnieszka Bergel

Portfolio Theory - Mean-variance uncertainty.

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Utility theory, state preference theory

6 Março 2018, 10:00 • Agnieszka Bergel

Utility theory and state preference theory.

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