Sumários
Partial Differential Equations. Black-Scholes Model
7 Novembro 2019, 10:00 • Maria do Rosário Grossinho
Black-Scholes model. Black-Scholes Formula. Exercises.
Partial Differential Equations
5 Novembro 2019, 10:00 • Maria do Rosário Grossinho
Cauchy problem for the heat equation in R.
From the Cauchy problem for the heat equation to the Black-Scholes model for a European Call option.
Partial Differential Equations
31 Outubro 2019, 10:00 • Maria do Rosário Grossinho
Fourier series and the heat equation - exercises.
Partial Differential Equations
29 Outubro 2019, 10:00 • Maria do Rosário Grossinho
Resolution of exercises on the heat equation with intial-boundary value conditions.
PartialDifferential Equations (extra calss 5th November 2019)
24 Outubro 2019, 10:00 • Maria do Rosário Grossinho
Note: This class was replaced with an extra class on 5th November 2019
From the Cauchy problem for the heat equation to the Black-Scholes formula - proof.