Sumários

Part II - Lesson 2

5 Novembro 2025, 15:00 Nuno Miguel Brites

Lecture notes: Chapters 3.  Exercises.


Part II - Lesson 1

3 Novembro 2025, 15:30 Nuno Miguel Brites

Introduction. 

Lecture notes: Chapters 1 and 2. 


ATP16

29 Outubro 2025, 15:00 CARLOS MIGUEL DOS SANTOS OLIVEIRA

Optimal Stopping and Real Options.

HJB equations.


ATP15

27 Outubro 2025, 15:30 CARLOS MIGUEL DOS SANTOS OLIVEIRA

Free-boundary problems and American options.

Perpetual American Options.


ATP14

22 Outubro 2025, 15:00 CARLOS MIGUEL DOS SANTOS OLIVEIRA

Black-Scholes model - Pricing formulas and Black-Scholes equation.