Sumários
Class #4
2 Março 2023, 20:30 • Rita Sousa
3. Binomial model
3.1. Single-period
3.2. Replication portfolio
3.3. Multi-period
3.4. American-style options
3.5. Dividends
Class #2
23 Fevereiro 2023, 20:30 • Rita Sousa
2. Hedging and speculation strategies
2.1. Hedging strategies
2.2. Speculation strategies on prices
2.3. Speculation strategies on volatility
Class #1
20 Fevereiro 2023, 18:30 • Rita Sousa
1. Options markets
1.1. Terminology
1.2. Basic positions and payoffs
1.3. Intrinsic value and time value
1.4. No-arbitrage restrictions
1.5. Put-call parity