Sumários
Binomial model
3 Novembro 2015, 08:00 • João Guerra
The Binomial model. The 1-period model.
The risk neutral measure and the risk neutral valuation formula. The replicating portfolio.
Examples.
Forward contracts. Put-call parity
29 Outubro 2015, 11:30 • João Guerra
Forward contracts. Lower and upper bounds on option prices.
The put-call parity relation.
Factors affecting option prices and forward contracts
27 Outubro 2015, 08:00 • João Guerra
Intrinsic value of an option.
Factors affecting option prices.
Forward contracts. Definition and forward price.
Derivatives and options - introduction
26 Outubro 2015, 10:00 • João Guerra
Wilkie model: basic equations, total returns and risk premium in the Wilkie model.
Derivatives and options: introduction, terminology, examples, leverage, speculation and hedging. Dangers of trading derivatives.