Sumários

Lesson 9 - Part II

27 Novembro 2024, 15:00 Nuno Miguel Brites

The Black-Scholes formula. Greeks.


Lesson 8 - Part II

25 Novembro 2024, 15:30 Nuno Miguel Brites

Brownian motion.


Lesson 7 - Part II

20 Novembro 2024, 15:00 Nuno Miguel Brites

R packages for the binomial model.


Lesson 6 - Part II

18 Novembro 2024, 15:30 Nuno Miguel Brites

Risk-neutral pricing.


Lesson 5 - Part II

13 Novembro 2024, 15:00 Nuno Miguel Brites

Portfolios and arbitrage.