Class #12

15 Outubro 2026, 19:00 • José Carlos Dias

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American-style options and numerical methods for option pricing.

Class #11

15 Outubro 2026, 17:30 • José Carlos Dias

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American-style options and numerical methods for option pricing.

Class #10

8 Outubro 2026, 19:00 • José Carlos Dias

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Markovian diffusion processes with killing and Lévy processes.

Class #9

8 Outubro 2026, 17:30 • José Carlos Dias

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Markovian diffusion processes with killing and Lévy processes.

Class #8

1 Outubro 2026, 19:00 • José Carlos Dias

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Local volatility and stochastic volatility models.