Sumários
7. Greeks and Option Hedging (continued)
30 Outubro 2024, 14:30 • António Manuel Barbosa
- Delta-hedging
6. Extensions to the Black-Scholes Model (continued)
29 Outubro 2024, 14:30 • António Manuel Barbosa
- Futures options (Black’s model)
6. Extensions to the Black-Scholes Model
16 Outubro 2024, 14:30 • António Manuel Barbosa
- Stocks with discrete dividends and Black’s approximation
- Assets with dividend yield (Merton model): stock indices and currencies
5. Black-Scholes Option Pricing Model (continued)
15 Outubro 2024, 14:30 • António Manuel Barbosa
- Black-Scholes partial differential equation: riskless and replication portfolios
- Volatility estimation: historical vs. Implied
5. Black-Scholes Option Pricing Model
9 Outubro 2024, 14:30 • António Manuel Barbosa
- Risk-neutral valuation