Materiais de Apoio · Opções Financeiras

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Este artigo é privado e está apenas disponivel para membros do grupo: Alunos de Opções Financeiras (OPF) 2 Semestre - 2011/2012 ou Professores de Opções Financeiras (OPF) 2 Semestre - 2011/2012

Estimating Volatilities and Correlations

Exotic options

Smiles and Volatility

Smiles and Volatility

The Greeks

Options on Stock Indices, Currencies and Futures

Stock Indices, Currencies and Futures

Indices (Portuguese)

Indices - Excel File

The Black-Scholes Model

B-S Model - Excel File

Normal Distribution

Wienner Process and Itô's Lemma

Wienner Process and Itô's Lemma

Models in Excel

Binomial Trees

Binomial Trees 2 Time Steps

Binomial Trees with Volat.

Trading Strategies with Options

Trading Strategies

Stock Options Properties

Stock Options Properties

Boundery Conditions

Boundery Conditions (with Dividens)

The Mechanics of Options Markets

The Mechanics of Options Markets

Introduction

The Merchant of Venice