Sumários
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14 Abril 2026, 09:30 • João Janela
Multidimensional Black-Scholes equation.
A Start: Finite difference discretisation of 2d Heat equation
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19 Março 2026, 09:00 • João Janela
The Black-Scholes equation for european options. From stochastic differential equations to partial differential equations.
Finite difference methods for the BS equations (initial considerations).
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17 Março 2026, 09:30 • João Janela
Application of finite differences: Discretization of a boundary value problem for a second order linear differential equation.
General concepts call and put options.
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10 Março 2026, 09:30 • João Janela
Finite difference methods for second order derivatives. Application to the solution of boundary value problems.