Sumários
Class #11
19 Março 2026, 16:00 • José Carlos Dias
3. Exotic options and structured products
3.1. Basic concepts: packages, decomposition and static hedging
3.2. Equity-linked structured and leverage products
3.3. Binary options
Class #10
12 Março 2026, 17:30 • José Carlos Dias
Brief presentation of the possible topics for group work:
2.3. Integral representation method
2.4. OSA approach
2.5. SHP approach
2.6. Binomial, trinomial and finite difference methods
2.7. Monte Carlo simulation
2.8. Numerical integration and transform techniques
Class #9
12 Março 2026, 16:00 • José Carlos Dias
2. Numerical methods in option pricing
2.1. American-style options
2.2. Analytical approximations