Sumários

Class #5

21 Fevereiro 2024, 16:00 José Carlos Dias


Case studies with the CEV model.

Class #4

8 Fevereiro 2024, 16:00 José Carlos Dias


Case studies with the CEV model.

Class #3

7 Fevereiro 2024, 16:00 José Carlos Dias


CEV model and the hybrid credit-equity JDCEV model.

Class #2

1 Fevereiro 2024, 16:00 José Carlos Dias


1.2. Empirical stylized facts.

1.3. CEV model.

Class #1

31 Janeiro 2024, 16:00 José Carlos Dias


Course presentation.

1. Alternatives to the BSM model.
1.1. Option pricing under the BSM world. Computational applications.