Sumários
Class #11
26 Outubro 2023, 17:30 • José Carlos Dias
American-style options and numerical methods for option pricing.
Class #10
19 Outubro 2023, 19:00 • José Carlos Dias
Markovian diffusion processes with killing and Lévy processes.
Class #9
19 Outubro 2023, 17:30 • José Carlos Dias
Markovian diffusion processes with killing and Lévy processes.
Class #8
12 Outubro 2023, 19:00 • José Carlos Dias
Local volatility and stochastic volatility models.
Class #7
12 Outubro 2023, 17:30 • José Carlos Dias
Local volatility and stochastic volatility models.