Class #5

16 Fevereiro 2022, 16:00 • Rita Sousa

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Numerical applications with the CEV model.

Class #4

10 Fevereiro 2022, 16:00 • Rita Sousa

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Numerical applications with the CEV model.

Class #3

9 Fevereiro 2022, 16:00 • Rita Sousa

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

Class #2

3 Fevereiro 2022, 16:00 • Rita Sousa

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1.1. Option pricing under the BSM world: computational applications.
1.2. Empirical stylized facts.

Class #1

2 Fevereiro 2022, 16:00 • Rita Sousa

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Course presentation.

1. Alternatives to the BSM model.

1.1. Option pricing under the BSM world.