Class #14

29 Março 2021, 20:30 • Rita Sousa

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Basket options. Barrier options. Lookback options. Asian options. Monte Carlo simulation.

Class #13

25 Março 2021, 18:30 • Rita Sousa

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Forward start options. Exchange options. Compound options. As you like it options. Quanto options.

Class #12

22 Março 2021, 20:30 • Rita Sousa

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Case studies. Pay-later options.

Class #11

18 Março 2021, 18:30 • Rita Sousa

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Structured products and exotic options: Components and static hedging. Binary options.

Class #10

15 Março 2021, 20:30 • Rita Sousa

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Greeks: Delta hedging; Gamma hedging; Vega hedging; Dynamic portfolio insurance. Case studies.

Volatility and correlation: Volatility smile; Estimation of volatility and orrelation; Alternatives to the BSM model.