Sumários
Class #9
24 Março 2025, 18:30 • José Carlos Dias
7. Structured products and exotic options
7.1. Components and static hedging
7.2. Binary options
Class #8
20 Março 2025, 20:30 • José Carlos Dias
5. Greeks
5.1. Delta hedging
5.2. Gamma hedging
5.3. Vega hedging
5.4. Dynamic portfolio insurance
6. Volatility and correlation
6.1. Volatility smile
6.2. Estimation of volatility and correlation
6.3. Alternatives to the BSM model
Class #6
13 Março 2025, 20:30 • José Carlos Dias
4. Black-Scholes-Merton model
4.1. Brownian motion, Itô's lemma, GBM, fundamental PDE
4.2. Black-Scholes-Merton formula
4.3. Discrete dividends and dividend yield
4.4. Options on indices, currencies and futures