Class #10

11 Março 2021, 16:00 • Rita Sousa

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OSA and SHP approaches.

Class #9

10 Março 2021, 16:00 • Rita Sousa

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Computational applications in Matlab.

Class #8

4 Março 2021, 16:00 • Rita Sousa

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Analytical approximations. Integral representation method.

Class #7

3 Março 2021, 16:00 • Rita Sousa

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Heston model.

Numerical methods in option pricing: American-style options.

Class #6

25 Fevereiro 2021, 16:00 • Rita Sousa

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Adding jumps. Hybrid credit-equity models. Numerical applications of the JDCEV model.