Sumários

5. Black-Scholes Option Pricing Model

10 Outubro 2023, 14:30 • António Manuel Barbosa

- Risk-neutral valuation

4. Binomial Option Pricing Model (continued)

4 Outubro 2023, 14:30 • António Manuel Barbosa

- Model for dividend-paying underlying assets
- Valuation of American options

4. Binomial Option Pricing Model (continued)

27 Setembro 2023, 14:30 • António Manuel Barbosa

- Multi-period model

4. Binomial Option Pricing Model

26 Setembro 2023, 14:30 • António Manuel Barbosa

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

3. Trading Strategies (continued)

20 Setembro 2023, 14:30 • António Manuel Barbosa

- Speculative strategies