Sumários

ATP14

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

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


ATP13

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

options: Time value of money

Logarithmic returns
Normal and log normal distributions
Geometric Brownian motion 


ATP11

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

Partial Differential Equations: Linear vs non-linear, classification of linear second order PDEs, Initial value problems and boundary problems. PDEs with a single Derivative, Method of changing variables, 


ATP12

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

Heat Equation - IVP  and Boundary problem

Options - main characteristics


ATP10

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

Ordinary Differential Equations: second order lienar ODEs. Euler-Cauchy equations