Sumários
Binomial model - the 2 period model and n-period model
10 Novembro 2014, 10:00 • João Guerra
The Binomial model - the 2 period model and n-period model.
Examples.
Binomial model
6 Novembro 2014, 11:30 • 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 and bounds on option prices
3 Novembro 2014, 10:00 • João Guerra
Forward contracts. Lower and upper bounds on option prices.
The put-call parity relation.
Derivatives and options: introduction
30 Outubro 2014, 11:30 • João Guerra
Derivatives and options: introduction, terminology, examples, leverage, speculation and hedging. Dangers of trading derivatives.
Factors affecting options prices.