Class 6

8 Maio 2015, 14:00 • Raquel M. Gaspar

PART III - Contingent Claims Pricing

7) Basics of Derivative Pricing

8) Essentials of Diffusion Processes and Ito´s lemma

9) Dynamic Hedging and PDE Valuation

 

Apresentação e discussão.

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Class 2 (2.5h)

13 Março 2015, 14:00 • Raquel M. Gaspar

 

XXX

 

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Seminar 2

13 Março 2015, 11:00 • Raquel M. Gaspar

Presentation of the paper

"XXX"

by XXX

at XXX

Discussion.

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Seminar 1

6 Março 2015, 11:00 • Raquel M. Gaspar

Presentation of the paper

""

by XXX

at XXX

 

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Class 1 (1h)

26 Fevereiro 2015, 14:00 • Raquel M. Gaspar

Course Presentation.

Assessment.

Brief Introduction to Asset Pricing.

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