5. Black-Scholes Option Pricing Model

9 Outubro 2024, 14:30 • António Manuel Barbosa

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- Risk-neutral valuation

4. Binomial Option Pricing Model (continued)

8 Outubro 2024, 14:30 • António Manuel Barbosa

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- Valuation of American options

4. Binomial Option Pricing Model (continued)

1 Outubro 2024, 14:30 • António Manuel Barbosa

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- Multi-period model
- Model for dividend-paying underlying assets

4. Binomial Option Pricing Model

25 Setembro 2024, 14:30 • António Manuel Barbosa

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- One-period model: replicating portfolio and risk-neutral valuation

3. Trading Strategies (continued)

25 Setembro 2024, 13:00 • António Manuel Barbosa

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- Speculative strategies