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17 Novembro 2020, 13:00 • Rita Sousa

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Past exams

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12 Novembro 2020, 13:00 • Rita Sousa

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Problem set 4

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10 Novembro 2020, 13:00 • Rita Sousa

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Market completeness and complex securities

Using options to complete the market

Risk-neutral valuation

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5 Novembro 2020, 13:00 • Rita Sousa

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Factor models

The market model

Pricing with factors

Identifying the factors

APplications

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3 Novembro 2020, 13:00 • Rita Sousa

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Problem set 3, exercise 4

The CAPM