Sumários

Class #4

22 Fevereiro 2021, 20:30 Rita Sousa


Hedging and speculation strategies: case studies.

Binomial model: single-period; replication portfolio; multi-period.

Class #3

18 Fevereiro 2021, 18:30 Rita Sousa


Speculation strategies on prices and on volatility.

Class #2

11 Fevereiro 2021, 18:30 Rita Sousa


Hedging strategies.

Class #1

8 Fevereiro 2021, 20:30 Rita Sousa


Options markets: Terminology; Basic positions and payoffs; Intrinsic value and time value; No-arbitrage restrictions; Put-call parity.