Sumários

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3 Novembro 2020, 14:30 Rita Sousa


- Delta, gamma, theta, vega, rho

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28 Outubro 2020, 14:30 Rita Sousa


Black's approximation

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27 Outubro 2020, 14:30 Rita Sousa


- Futures options (Black's model)

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14 Outubro 2020, 14:30 Rita Sousa


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

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13 Outubro 2020, 14:30 Rita Sousa


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