Sumários
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24 Abril 2025, 09:30 • João Janela
Implementation of a numerical method for american option pricing.
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22 Abril 2025, 09:30 • João Janela
American options. Free boundary formulation and linear complementarity problems.
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10 Abril 2025, 09:30 • João Janela
Exercise discussion (Dupire's equations).
Heat equation in 2d. implementation.
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8 Abril 2025, 09:30 • João Janela
Finite difference methods for parabolic pde's in higher dimension. The 2D heat equation.