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2 Novembro 2021, 14:30 • Rita Sousa

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- Delta, gamma, theta, vega, rho

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27 Outubro 2021, 14:30 • Rita Sousa

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- Futures options (Black's model)

- Black's approximation

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26 Outubro 2021, 14:30 • Rita Sousa

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- Currency options

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13 Outubro 2021, 14:30 • Rita Sousa

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- Stocks with discrete dividends and Black's approximation
- Assets with dividend yield (Merton model): stock indices and currencies

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12 Outubro 2021, 14:30 • Rita Sousa

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- Black-Scholes partial differential equation: riskless and replication portfolios
- Volatility estimation: historical vs. Implied