Sumários
Class #11
17 Outubro 2024, 17:30 • José Carlos Dias
American-style options and numerical methods for option pricing.
Class #10
10 Outubro 2024, 19:00 • José Carlos Dias
Markovian diffusion processes with killing and Lévy processes.
Class #9
10 Outubro 2024, 17:30 • José Carlos Dias
Markovian diffusion processes with killing and Lévy processes.
Class #8
3 Outubro 2024, 19:00 • José Carlos Dias
Local volatility and stochastic volatility models.
Class #7
3 Outubro 2024, 17:30 • José Carlos Dias
Local volatility and stochastic volatility models.