Session 8

21 Novembro 2023, 11:00 • Nuno Miguel Brites

Multiperiod binomial model.

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Session 7

16 Novembro 2023, 10:30 • Nuno Miguel Brites

The binomial model: call and put options, american and european options, one-period binomial model, portfolios and arbitrage, risk-neutral pricing.

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Session 6

14 Novembro 2023, 11:00 • Nuno Miguel Brites

Optimization.

Graphics in R. Exercises.

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Session 5

9 Novembro 2023, 10:30 • Nuno Miguel Brites

Loops and flow control. Monte Carlo simulation and integration.

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Session 4

7 Novembro 2023, 11:00 • Nuno Miguel Brites

Reading and writing data. Functions.

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