Sumários

Class #11

27 Outubro 2022, 17:30 Rita Sousa


American-style options and numerical methods for option pricing.

Class #10

20 Outubro 2022, 19:00 Rita Sousa


Markovian diffusion processes with killing and Lévy processes.

Class #9

20 Outubro 2022, 17:30 Rita Sousa


Markovian diffusion processes with killing and Lévy processes.

Class #8

6 Outubro 2022, 19:00 Rita Sousa


Local volatility and stochastic volatility models.

Class #7

6 Outubro 2022, 17:30 Rita Sousa


Local volatility and stochastic volatility models.