Sumários

Class #11

16 Outubro 2025, 17:30 José Carlos Dias


American-style options and numerical methods for option pricing.

Class #10

9 Outubro 2025, 19:00 José Carlos Dias


Markovian diffusion processes with killing and Lévy processes.

Class #9

9 Outubro 2025, 17:30 José Carlos Dias


Markovian diffusion processes with killing and Lévy processes.

Class #8

2 Outubro 2025, 19:00 José Carlos Dias


Local volatility and stochastic volatility models.

Class #7

2 Outubro 2025, 17:30 José Carlos Dias


Local volatility and stochastic volatility models.