Sumários
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
Class #4
27 Fevereiro 2025, 20:30 • José Carlos Dias
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
20 Fevereiro 2025, 20:30 • José Carlos Dias
2. Hedging and speculation strategies
2.1. Hedging strategies
2.2. Speculation strategies on prices
2.3. Speculation strategies on volatility