Sumários
Part II - Lesson 3
10 Novembro 2025, 15:30 • Nuno Miguel Brites
Lecture notes: Chapter3 (conclusion). Chapter 4.
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.