Class 19 - Binomial Tree Approaches

20 Novembro 2023, 13:00 • Anabela Costa

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Chapter 4: Binomial Tree Approaches - introduction with an example. Characteristics of a bynomial tree approach. Presentation of the usual procedure in binomial tree. Exercises of application: Call project (european and american).

Class 18 - Dynamic Programming

13 Novembro 2023, 14:30 • Anabela Costa

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Conclusion of the previous summary.

Class 17 - Dynamic Programming

13 Novembro 2023, 13:00 • Anabela Costa

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Application of Dynamic Programming to evaluate a R&D project: creation of a new technology product.  

Class 16 - Dynamic Programming

6 Novembro 2023, 14:30 • Anabela Costa

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Conclusion of previous summary.

Class 15 - Dynamic Programming

6 Novembro 2023, 13:00 • Anabela Costa

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Evaluation of a project involving up to three moments of decision. Analysis of the results of numerical applications. Sensitivity analysis to the value of project.