Sumários

Class #16

4 Novembro 2021, 19:00 • Rita Sousa

Static hedging portfolio approach.

Numerical methods and Monte Carlo simulation.

Class #15

4 Novembro 2021, 17:30 • Rita Sousa

Integral representation approach.

Optimal stopping approach.

Class #14

28 Outubro 2021, 19:00 • Rita Sousa

Approximation methods.

Class #13

28 Outubro 2021, 17:30 • Rita Sousa

American-style options.

Class #12

21 Outubro 2021, 19:00 • Rita Sousa

Heston model.