Sumários
Recombining binomial model and how to calculate price of American option with binomial model
14 Outubro 2025, 11:30 • João Guerra
Recombining binomial model: definition and properties.
Binomial model
13 Outubro 2025, 12:00 • João Guerra
General binomial model with 2 periods and n periods. The replicating portfolio.
Put call parity, Forward contracts and introduction to the Binomial model
7 Outubro 2025, 11:30 • João Guerra
Upper bounds for call and put option prices.
Introduction to options and financial derivatives
6 Outubro 2025, 12:00 • João Guerra
Introduction to options: short position and long position in call and put options and payoffs.
Conclusion of Stochastic Differential Equations
30 Setembro 2025, 11:30 • João Guerra
Existence and uniqueness of solutions for stochastic differential equations: examples.