#13

3 Novembro 2022, 13:00 • Rita Sousa

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Bond pricing in the multi-period binomial model

· Basics

· The one-period binomial model

· Derivative pricing in the one-period binomial model

· The multi-period binomial model

#12

3 Novembro 2022, 11:00 • Rita Sousa

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Portfolio theory

· Problem set 2

#11

2 Novembro 2022, 13:00 • Rita Sousa

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Portfolio theory

· Problem set 2

#10

2 Novembro 2022, 11:00 • Rita Sousa

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Portfolio theory

· Optimal portfolio for mean-variance investors

#9

27 Outubro 2022, 13:00 • Rita Sousa

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Portfolio theory

· Efficient portfolio and risk-free rate