Sumários

Financial Applications – C

26 Abril 2021, 18:00 • FILIPE CALDEIRA SANTOS

  1. Options – binomial tree method 

  1. VaR and Expected Shortfall 

  1. Monte Carlo Simulation  

Financial Applications – B

21 Abril 2021, 17:00 • FILIPE CALDEIRA SANTOS

  • Financial Applications  B - Examples 

  1. Bond Valuation 

  1. CAPM – computing beta 

  1. Time Series Analysis 

  1. Modern Portfolio Theory  

Financial Applications – B

19 Abril 2021, 18:00 • FILIPE CALDEIRA SANTOS

  1. Bond Valuation 

  1. CAPM – computing beta 

  1. Time Series Analysis 

  1. Modern Portfolio Theory  

Dictionaries, Financial Applications, Data Analysis – A

14 Abril 2021, 17:00 • FILIPE CALDEIRA SANTOS

  • Special DataSets - Dictionaries  

 

  • Financial Applications  A - Examples 

  1. NPV and IRR 

  1. Stock Price Movements, Return Distributions 

Dictionaries, Financial Applications, Data Analysis – A

12 Abril 2021, 18:00 • FILIPE CALDEIRA SANTOS

  • Special DataSets - Dictionaries  

 

  • Financial Applications  A - Examples 

  1. NPV and IRR 

  1. Stock Price Movements, Return Distributions