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.