Sumários

13 Fevereiro 2025, 16:00 • José Carlos Dias

Case studies with the CEV model.

12 Fevereiro 2025, 16:00 • José Carlos Dias

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

6 Fevereiro 2025, 16:00 • José Carlos Dias

1.2. Empirical stylized facts.

1.3. CEV model.

5 Fevereiro 2025, 16:00 • José Carlos Dias

Course presentation.

1. Alternatives to the BSM model.

1.1. Option pricing under the BSM world. Computational applications.