Sumários

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

Class #8

5 Março 2026, 17:30 José Carlos Dias


1.5. Models with jumps.
1.6. Calibrating option pricing models.
1.7. Estimating risk-neutral densities.
1.8. Machine learning algorithms.

Class #7

5 Março 2026, 16:00 José Carlos Dias


1.4. Stochastic volatility models: Heston model and SABR model.

Class #6

26 Fevereiro 2026, 17:30 José Carlos Dias


Case studies with the JDCEV model.