Sumários

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 #3

24 Fevereiro 2025, 18:30 • José Carlos Dias

Case studies.

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

Class #1

17 Fevereiro 2025, 18:30 • José Carlos Dias

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