Sumários

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9 maio 2023, 10:00 • João Janela

Numerical methods for American Options (cont.)
Preparation for the exam (1/2)

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2 maio 2023, 10:00 • João Janela

American Options.
Free boundary problem and linear complementarity formulation.

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27 abril 2023, 11:30 • João Janela

Finite difference methods for the Black Scholes equation (cont.)

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20 abril 2023, 11:30 • João Janela

Lecture did not take place. To be replaced on 28/4/2023, 9:00.

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18 abril 2023, 10:00 • João Janela

Initial and Boundary value problems.
Finite  difference schemes for the heat equation.