Sumários
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.
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.
Ordinary Differential Equations
26 Setembro 2019, 10:00 • Maria do Rosário Grossinho
ODE: generalities. First Order Linear Ordinary Differential Equations. Exercises.
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.
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.