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.