Class #5

15 Fevereiro 2023, 16:00 • Rita Sousa

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Case studies with the CEV model.

Class #4

9 Fevereiro 2023, 16:00 • Rita Sousa

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Case studies with the CEV model.

Class #3

8 Fevereiro 2023, 16:00 • Rita Sousa

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

Class #2

2 Fevereiro 2023, 16:00 • Rita Sousa

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1.2. Empirical stylized facts.

1.3. CEV model.

Class #1

1 Fevereiro 2023, 16:00 • Rita Sousa

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Course presentation.

1. Alternatives to the BSM model.

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