Short Test 1 + Ordinary Differential Equations

3 Outubro 2019, 10:00 • Maria do Rosário Grossinho

Short Test 1.

ODE: Nonlinear First Order Ordinary Differential Equations: ODE with separable variables and Bernoulli. Exercises.

 

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Ordinary Differential Equations

1 Outubro 2019, 10:00 • Maria do Rosário Grossinho

Second order linear ODEs with constant coefficients. Generalities. Genereal solutions. Examples. Boundary value problems and initial value problems. Exercises.

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Ordinary Differential Equations

26 Setembro 2019, 10:00 • Maria do Rosário Grossinho

ODE: generalities. First Order Linear Ordinary Differential Equations. Exercises.

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Basic concepts of option pricing; PDE formulation (conclusion).

24 Setembro 2019, 10:00 • Maria do Rosário Grossinho

Black-Scholes model. European Options. American options as free boundary problems. Optimal stopping.

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Basic concepts of option pricing; PDE formulation.

19 Setembro 2019, 10:00 • Maria do Rosário Grossinho

Derivatives.  Financial options: put and call options, European and American type options.

Time value of Money.

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