Sumários

Monte Carlo Simulation

26 Novembro 2018, 10:00 Onofre Simões

Monte Carlo Simulation

1. Introduction

2. Monte Carlo Method


WRITTEN ASSESSMENT

20 Novembro 2018, 10:00 Maria do Rosário Grossinho

Written assessment on the whole studied subject.


REVIEW EXERCISES

19 Novembro 2018, 10:00 Maria do Rosário Grossinho

Review exercises on the whole studied subject.

 


BINOMIAL MODEL - EXERCISES

13 Novembro 2018, 10:00 Maria do Rosário Grossinho

Exercises on binomial model for European and American options.


BINOMIAL MODEL FOR AMERICAN OPTIONS

12 Novembro 2018, 10:00 Maria do Rosário Grossinho

American option and supermartingales. Option tree. 

Optimal exercise. 

Exercises.