7. Greeks and Option Hedging (continued)

5 Novembro 2025, 14:30 • António Manuel Barbosa

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- Delta-gama and delta-gama-vega hedging

7. Greeks and Option Hedging (continued)

5 Novembro 2025, 13:00 • António Manuel Barbosa

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- Delta-hedging

7. Greeks and Option Hedging

4 Novembro 2025, 14:30 • António Manuel Barbosa

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- Delta, gamma, theta, vega, rho

6. Extensions to the Black-Scholes Model (continued)

29 Outubro 2025, 14:30 • António Manuel Barbosa

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6. Extensions to the Black-Scholes Model

28 Outubro 2025, 14:30 • António Manuel Barbosa

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