Class #5

24 Fevereiro 2021, 16:00 • Rita Sousa

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Numerical applications of the CEV model.

Class #4

11 Fevereiro 2021, 16:00 • Rita Sousa

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CEV model.

Class #3

10 Fevereiro 2021, 16:00 • Rita Sousa

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Empirical stylized facts. Deterministic volatility functions and the PBS model.

Class #2

4 Fevereiro 2021, 16:00 • Rita Sousa

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Option pricing under the BSM world. Computational applications in Matlab and Python.

Empirical stylized facts.

Course presentation. Alternatives to the BSM model

3 Fevereiro 2021, 16:00 • Rita Sousa

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Course presentation.

Alternatives to the BSM model: Option pricing under the BSM world.