Class #6

20 Fevereiro 2025, 16:00 • José Carlos Dias

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1.4. Stochastic volatility models: Heston model and SABR model.

Class #5

19 Fevereiro 2025, 16:00 • José Carlos Dias

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Case studies with the CEV and JDCEV models.

Class #4

13 Fevereiro 2025, 16:00 • José Carlos Dias

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Case studies with the CEV model.

Class #3

12 Fevereiro 2025, 16:00 • José Carlos Dias

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1.3. CEV model and the hybrid credit-equity JDCEV model.

Class #2

6 Fevereiro 2025, 16:00 • José Carlos Dias

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1.2. Empirical stylized facts.