Sumários

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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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12 Março 2026, 09:00 • João Janela

Midterm exam

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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.

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5 Março 2026, 09:00 • João Janela

Finite difference approximation of first order derivatives. Application to the numerical solution of initial value problems.