Sumários
Binomial model
9 Novembro 2021, 11:30 • João Guerra
The Binomial model with one period and two peridos
Factors affeting option prices and forward contracts
2 Novembro 2021, 11:30 • João Guerra
Factors affecting option prices: underlying price, strike, time to expiry, volatility, interest rate, dividend rate.
Forward contracts and futures contracts. Forward price formula. Proof.
Introduction to Options and financial derivatives
28 Outubro 2021, 10:30 • João Guerra
Options and financial derivatives: Basic definitions and examples.
Put options, call options, Payoffs. Terminology. European options and American options.
Speculation and leverage effect.
Hedging the risk with options. Example.
Arbitrage. No arbitrage and law of one price.
Stochastic interest rates
26 Outubro 2021, 11:30 • João Guerra
Stochastic interest rates: independent yields.
The case of independent and logonormal yields.
Exercise.