Course Materials · Opções Financeiras

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Este artigo é privado e está apenas disponivel para membros do grupo: Alunos de Opções Financeiras (OPF-0) 2 Semestre - 2014/2015 ou Professores de Opções Financeiras (OPF-0) 2 Semestre - 2014/2015

Introduction

The Merchant of Venice

The Mechanics of Options Markets

The Mechanics of Options Markets

Stock Options Properties

Stock Options Properties

Boundery Conditions

Boundery Conditions (with Dividens)

Trading Strategies with Options

Trading Strategies

Binomial Trees

Binomial Trees 2 Time Steps

Binomial Trees with Volat.

Binomial Model - Proof

Wienner Process and Itô's Lemma

Wienner Process and Itô's Lemma

Models in Excel

The Black-Scholes-Merton Model

The B-S-M Model

B-S-M Model - Excel File

Normal Distribution

Options on Stock Indices, Currencies and Futures

Stock Indices, Currencies and Futures

Indices (Portuguese)

Indices - Excel File

The Greeks

Smiles and Volatility

Smiles and Volatility

Exotic options

Estimating Volatilities and Correlations