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.