Models in Finance (1 º Sem 2015/2016)
Program
- Brownian motion
- The Itô integral
- Itô?s Formula
- Stochastic Differential Equations
- Girsanov?s Theorem
- Stochastic models of security prices
- Introduction to the valuation of derivative securities
- The Binomial model
- The Black-Scholes model
- Models for the term structure of interest rates
- Credit risk models
- The Itô integral
- Itô?s Formula
- Stochastic Differential Equations
- Girsanov?s Theorem
- Stochastic models of security prices
- Introduction to the valuation of derivative securities
- The Binomial model
- The Black-Scholes model
- Models for the term structure of interest rates
- Credit risk models