Sumários
21 Fevereiro 2024, 16:00
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José Carlos Dias
Case studies with the CEV model.
8 Fevereiro 2024, 16:00
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José Carlos Dias
Case studies with the CEV model.
7 Fevereiro 2024, 16:00
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José Carlos Dias
CEV model and the hybrid credit-equity JDCEV model.
1 Fevereiro 2024, 16:00
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José Carlos Dias
1.2. Empirical stylized facts.
1.3. CEV model.
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.