7. Greeks and Option Hedging (continued)

31 Outubro 2022, 14:30 • Rita Sousa

---

- Delta-hedging

.

31 Outubro 2022, 13:00 • Rita Sousa

---

- Delta, gamma, theta, vega, rho

.

26 Outubro 2022, 14:30 • Rita Sousa

---

- Futures options (Black's model)

- Stocks with discrete dividends and Black's approximation

.

25 Outubro 2022, 14:30 • Rita Sousa

---

- Assets with dividend yield (Merton model): stock indices and currencies

.

12 Outubro 2022, 14:30 • Rita Sousa

---

- Volatility estimation: historical vs. Implied