Part II - Lecture 8

26 Novembro 2025, 15:00 • Nuno Miguel Brites

Sample exam correction.

---

Part II - Lecture 7

24 Novembro 2025, 15:30 • Nuno Miguel Brites

Lecture notes: Chapter 7 (Standard, arithmetic and geometric Brownian motion, Black-Scholes model and formula for options pricing, Greeks, R packages for the Black-Scholes model).  Exercises.

---

Part II - Lecture 6

19 Novembro 2025, 15:00 • Nuno Miguel Brites

Lecture notes: Chapter 7 (Binomial model - multiperiod and R packages for the binomial model).  Exercises.

---

Part II - Lecture 5

17 Novembro 2025, 15:30 • Nuno Miguel Brites

Lecture notes: Chapter 7 (Binomial model).  Exercises.

---

Part II - Lesson 4

12 Novembro 2025, 15:00 • Nuno Miguel Brites

Lecture notes: Chapter 4 (conclusion).  Chapters 5 and 6. Exercises.

---