Session 13

7 Dezembro 2023, 10:30 • Nuno Miguel Brites

Test.

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Session 12

5 Dezembro 2023, 11:00 • Nuno Miguel Brites

Exercices. R Markdown. Sample test and test simulation.

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Session 11

30 Novembro 2023, 10:30 • Nuno Miguel Brites

The Black-Scholes model and the Black-Scholes formula. Greeks. Exercises.

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Session 10

28 Novembro 2023, 11:00 • Nuno Miguel Brites

Standard, Arithmetic and Geometric Brownian motion: definition and simulation via the Monte Carlo method. Exercises. The Black-Scholes model as a SDE and the Geometric Brownian motion as its solution. Exercises.

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Session 9

23 Novembro 2023, 10:30 • Nuno Miguel Brites

R packages for the binomial model. Exercises.

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